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Pathwise uniqueness for singular stochastic Volterra equations with H\"older coefficients

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  • David J. Promel
  • David Scheffels

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.

Suggested Citation

  • David J. Promel & David Scheffels, 2022. "Pathwise uniqueness for singular stochastic Volterra equations with H\"older coefficients," Papers 2212.08029, arXiv.org, revised Jul 2024.
    • Handle: RePEc:arx:papers:2212.08029
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    References listed on IDEAS

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    1. Alòs, Elisa & Nualart, David, 1997. "Anticipating stochastic Volterra equations," Stochastic Processes and their Applications, Elsevier, vol. 72(1), pages 73-95, December.
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    3. Eduardo Abi Jaber, 2021. "Weak existence and uniqueness for affine stochastic Volterra equations with L1-kernels," Post-Print hal-02412741, HAL.
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    6. Cochran, W. George & Lee, Jung-Soon & Potthoff, Jürgen, 1995. "Stochastic Volterra equations with singular kernels," Stochastic Processes and their Applications, Elsevier, vol. 56(2), pages 337-349, April.
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