2 papers
math.PR2019
On the uniqueness of solutions of stochastic Volterra equations
Alexandre Pannier, Antoine Jacquier
We prove strong existence and uniqueness, and Hölder regularity, of a large class of stochastic Volterra equations, with singular kernels and non-Lipschitz diffusion coefficient. E…
math-ph2018
Analytical approximation to the multidimensional Fokker--Planck equation with steady state
R. J. Martin, R. V. Craster, A. Pannier +1
The Fokker--Planck equation is a key ingredient of many models in physics, and related subjects, and arises in a diverse array of settings. Analytical solutions are limited to spec…