Stochastic Volterra equations with singular kernels

DOI10.1016/0304-4149(94)00072-2zbMath0836.60049OpenAlexW2048662867MaRDI QIDQ1890708

W. George Cochran, Jung-Soon Lee, Juergen Potthoff

Publication date: 23 May 1995

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(94)00072-2

zbMATH Keywords

white noise analysisstrong topologyunique solutionstochastic analysisVolterra equations

Mathematics Subject Classification ID

Generalized stochastic processes (60G20) Stochastic integral equations (60H20)

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Cites Work

• Volterra equations driven by semimartingales
• A characterization of Hida distributions
• Stochastic Volterra equations with anticipating coefficients
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