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arXiv · 2204.02648

Stochastic Volterra equations with H\"older diffusion coefficients

David J. Prömel·David Scheffels
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Abstract

The existence of strong solutions and pathwise uniqueness are established for one-dimensional stochastic Volterra equations with locally H{\"o}lder continuous diffusion coefficients and sufficiently regular kernels. Moreover, we study the sample path regularity, the integrability and the semimartingale property of solutions to one-dimensional stochastic Volterra equations.

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David J. Prömel, David Scheffels. 2022-04-06. Stochastic Volterra equations with H\"older diffusion coefficients. https://arxiv.org/abs/2204.02648

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