Stochastic Volterra equations with singular kernels

Existence, uniqueness and continuity properties of solutions of stochastic Volterra equations with singular integral kernels (driven by Brownian motion) are proven.

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Year of publication:	1995
Authors:	Cochran, W. George ; Lee, Jung-Soon ; Potthoff, Jürgen
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 56.1995, 2, p. 337-349
Publisher:	Elsevier
Keywords:	60H20 60G20 Stochastic analysis White noise analysis Volterra equations

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008875285