On Strong Solutions of Stochastic Itô-Volterra Equations

DOI10.1137/1129020zbMath0601.60064OpenAlexW1994521894MaRDI QIDQ3736649

Alexander Yu. Veretennikov, Marina Kleptsyna

Publication date: 1985

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1129020

zbMATH Keywords

weak convergencestrong solutionVolterra-Itô stochastic integral equations

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic integral equations (60H20)

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