Regularity properties of some stochastic Volterra integrals with singular kernel
From MaRDI portal
Publication:5959343
DOI10.1023/A:1012628013041zbMath0994.60061OpenAlexW1606341567MaRDI QIDQ5959343
Publication date: 26 March 2002
Published in: Potential Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1012628013041
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic integral equations (60H20)
Related Items
A collocation technique for solving nonlinear stochastic Itô-Volterra integral equations ⋮ Large and moderate deviations for stochastic Volterra systems ⋮ Stochastic Volterra integral equations and a class of first-order stochastic partial differential equations ⋮ Stochastic Volterra equations in Banach spaces and stochastic partial differential equation ⋮ Inhomogeneous affine Volterra processes ⋮ Large Deviation Principle for Volterra Type Fractional Stochastic Volatility Models ⋮ On semilinear stochastic fractional differential equations of Volterra type ⋮ Gaussian stochastic volatility models: scaling regimes, large deviations, and moment explosions ⋮ Error distribution of the Euler approximation scheme for stochastic Volterra equations ⋮ Mild solutions for a class of fractional SPDEs and their sample paths ⋮ Euler schemes and large deviations for stochastic Volterra equations with singular kernels ⋮ Existence and uniqueness of solutions to stochastic Volterra equations with singular kernels and non-Lipschitz coefficients ⋮ Unnamed Item ⋮ Affine Volterra processes ⋮ Semilinear fractional stochastic differential equations driven by a γ-Hölder continuous signal with γ > 2/3 ⋮ Stochastic integration with respect to Gaussian processes.
