Inequalities for the moments of stochastic integrals and stochastic Volterra equations driven a two-parameter Wiener process

DOI10.1134/S003744661305008XzbMath1283.60095MaRDI QIDQ392729

N. A. Kolodii

Publication date: 15 January 2014

Published in: Siberian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

stochastic Volterra equationtwo-parameter Wiener processstopping line

Mathematics Subject Classification ID

Stochastic integrals (60H05) Stochastic integral equations (60H20)

Cites Work

• Gronwall-Bellman type integral inequalities in measure spaces
• Stochastic Volterra equations with anticipating coefficients
• On the general theory of random fields on the plane
• [https://portal.mardi4nfdi.de/wiki/Publication:4170005 Calcul stochastique d�pendant d'un param�tre]
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