Pathwise uniqueness for singular stochastic Volterra equations with H\"older coefficients
David J. Pr\"omel, David Scheffels

TL;DR
This paper proves pathwise uniqueness and existence of strong solutions for a class of one-dimensional stochastic Volterra equations driven by Brownian motion with singular kernels and H"older continuous coefficients.
Contribution
It establishes pathwise uniqueness and strong solution existence for stochastic Volterra equations with singular kernels and H"older coefficients, extending previous results.
Findings
Pathwise uniqueness is proven for the class of equations.
Existence of unique strong solutions is demonstrated.
Results apply to equations with singular kernels and H"older coefficients.
Abstract
Pathwise uniqueness is established for a class of one-dimensional stochastic Volterra equations driven by Brownian motion with singular kernels and H\"older continuous diffusion coefficients. Consequently, the existence of unique strong solutions is obtained for this class of stochastic Volterra equations.
Peer Reviews
No public reviews on file for this paper yet. If you reviewed it on a platform where reviews are public (OpenReview, ICLR, NeurIPS, ICML), you can paste yours below so the community can read it here.
Videos
No videos yet. Explain this paper in a talk, walkthrough, or lecture? Add one.
Taxonomy
TopicsAdvanced Mathematical Modeling in Engineering · Stability and Controllability of Differential Equations · Nonlinear Differential Equations Analysis
