2 papers
math.PR2026
Weak solutions of Stochastic Volterra Equations in convex domains with general kernels
Eduardo Abi Jaber, Aurélien Alfonsi, Guillaume Szulda
We establish new weak existence results for -dimensional Stochastic Volterra Equations (SVEs) with continuous coefficients and possibly singular one-dimensional non-convolution…
math.PR2024
On non-negative solutions of stochastic Volterra equations with jumps and non-Lipschitz coefficients
Aurélien Alfonsi, Guillaume Szulda
We consider one-dimensional stochastic Volterra equations with jumps for which we establish conditions upon the convolution kernel and coefficients for the strong existence and pat…