Regularity property of solutions to two-parameter stochastic Volterra equations with non-Lipschitz coefficients

DOI10.1016/S0252-9602(13)60047-8zbMath1299.60079OpenAlexW2005522912MaRDI QIDQ2437162

Guo Jiang, Xiang Jun Wang

Publication date: 28 February 2014

Published in: Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0252-9602(13)60047-8

zbMATH Keywords

Brownian sheetstochastic Volterra equationBihari's inequalitynon-Lipschitz coefficientsPicard's approximation

Mathematics Subject Classification ID

Volterra integral equations (45D05) Stochastic integral equations (60H20)

This page was built for publication: Regularity property of solutions to two-parameter stochastic Volterra equations with non-Lipschitz coefficients