Existence and uniqueness of solutions to stochastic Volterra equations with singular kernels and non-Lipschitz coefficients

By Zhidong Wang. 2008

70 citations recorded by the source corpus.

Subfields: Control and Systems Engineering, Finance, Modeling and Simulation

View Paper: https://www.semanticscholar.org/paper/c94a95ada8c6e11db062d82cc9f88aa3683fb53b

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Control and Systems Engineering

1. Eduardo Abi Jaber
2. Sergio Pulido
3. Martin Larsson

In Finance

1. Eduardo Abi Jaber
2. Christa Cuchiero
3. Martin Larsson
4. Sergio Pulido
5. Omar El Euch

In Modeling and Simulation

1. Eduardo Abi Jaber
2. Sergio Pulido
3. Christa Cuchiero
4. Martin Larsson

Citations in the corpus

• Affine Volterra processes (2017, unknown): “See also (Wang, 2008, Theorem 1.3).”
• A weak solution theory for stochastic Volterra equations of convolution type (2019, background): “Such examples fall outside the scope of classical theory, such as the results of Berger and Mizel (1980); Protter (1985); Coutin and Decreusefond (2001); Wang (2008); Zhang (2010).”