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arXiv · 1502.05513

Uniqueness for Volterra-type stochastic integral equations

Leonid Mytnik·Thomas S. Salisbury
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Abstract

We study uniqueness for a class of Volterra-type stochastic integral equations. We focus on the case of non-Lipschitz noise coefficients. The connection of these equations to certain degenerate stochastic partial differential equations plays a key role.

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Leonid Mytnik, Thomas S. Salisbury. 2015-02-19. Uniqueness for Volterra-type stochastic integral equations. https://arxiv.org/abs/1502.05513

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