Title of article :
Stochastic Volterra equations with singular kernels
Author/Authors :
Cochran، نويسنده , , W.George and Lee، نويسنده , , Jung-Soon and Potthoff، نويسنده , , Jürgen، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1995
Abstract :
Existence, uniqueness and continuity properties of solutions of stochastic Volterra equations with singular integral kernels (driven by Brownian motion) are proven.
Keywords :
60G20 , 60H20 , White noise analysis , Stochastic analysis , Volterra equations
Journal title :
Stochastic Processes and their Applications
Journal title :
Stochastic Processes and their Applications
