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math.PR2025
Mean-field stochastic Volterra equations
David J. Prömel, David Scheffels
The well-posedness is established for multi-dimensional mean-field stochastic Volterra equations with Lipschitz continuous coefficients and allowing for singular kernels as well as…
math.PR2024
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 coe…