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math.PR2022
Pathwise uniqueness for singular stochastic Volterra equations with Hölder coefficients
David J. Prömel, David Scheffels
Pathwise uniqueness is established for a class of one-dimensional stochastic Volterra equations driven by Brownian motion with singular kernels and Hölder continuous diffusion coef…
math.PR2022
On the existence of weak solutions to stochastic Volterra equations
David J. Prömel, David Scheffels
The existence of weak solutions is established for stochastic Volterra equations with time-inhomogeneous coefficients allowing for general kernels in the drift and convolutional or…
math.PR2022
Stochastic Volterra equations with Hölder diffusion coefficients
David J. Prömel, David Scheffels
The existence of strong solutions and pathwise uniqueness are established for one-dimensional stochastic Volterra equations with locally H{ö}lder continuous diffusion coefficients…