Stochastic Volterra equations with Hölder diffusion coefficients
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DOI: 10.1016/j.spa.2023.04.005
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Cited by:
- Jie, Lijuan & Luo, Liangqing & Zhang, Hua, 2024. "One-dimensional McKean–Vlasov stochastic Volterra equations with Hölder diffusion coefficients," Statistics & Probability Letters, Elsevier, vol. 205(C).
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Keywords
Stochastic Volterra equation; Pathwise uniqueness; Non-Lipschitz coefficient; Semimartingale; Strong solution; Yamada–Watanabe theorem;All these keywords.
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