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arxiv: 1502.05513 · v1 · pith:ZPEBFEHQnew · submitted 2015-02-19 · 🧮 math.PR

Uniqueness for Volterra-type stochastic integral equations

Leonid Mytnik , Thomas S. Salisbury This is my paper
classification 🧮 math.PR
keywords equationsstochasticintegraluniquenessvolterra-typecasecertainclass
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We study uniqueness for a class of Volterra-type stochastic integral equations. We focus on the case of non-Lipschitz noise coefficients. The connection of these equations to certain degenerate stochastic partial differential equations plays a key role.

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Cited by 2 Pith papers

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