STOCHASTIC VOLTERRA-EQUATIONS WITH SINGULAR KERNELS

STOCHASTIC PROCESSES AND THEIR APPLICATIONS

卷:56

Article

COCHRAN, WG ; LEE, JS ; POTTHOFF, J

关键词: STOCHASTIC ANALYSIS;    WHITE NOISE ANALYSIS;    VOLTERRA EQUATIONS;   

DOI  :  10.1016/0304-4149(94)00072-2

来源: Elsevier

【 摘 要 】

Existence, uniqueness and continuity properties of solutions of stochastic Volterra equations with singular integral kernels (driven by Brownian motion) are proven.

【 授权许可】

Free