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arXiv · 2501.01373

On the Analysis of a Singular Stochastic Volterra Differential Equation driven by a Wiener Noise

Emmanuel Coffie·Olivier Menoukeu-Pamen·Frank Proske
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Abstract

In this article, we construct unique strong solutions to a class of stochastic Volterra differential equations driven by a singular drift vector field and a Wiener noise. Further, we examine the Sobolev differentiability of the strong solution with respect to its initial value.

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Emmanuel Coffie, Olivier Menoukeu-Pamen, Frank Proske. 2025-01-02. On the Analysis of a Singular Stochastic Volterra Differential Equation driven by a Wiener Noise. https://arxiv.org/abs/2501.01373

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