pith. sign in

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
0
0 comments X
read the original abstract

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.

This paper has not been read by Pith yet.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.

Forward citations

Cited by 1 Pith paper

Reviewed papers in the Pith corpus that reference this work. Sorted by Pith novelty score.

  1. Weak solutions to distribution-dependent stochastic Volterra equations

    math.PR 2026-04 unverdicted novelty 5.0

    Existence of weak solutions is established for distribution-dependent stochastic Volterra equations via a local martingale problem under linear growth and mild kernel regularity.