On the existence of weak solutions to stochastic Volterra equations

IF 0.5 4区数学 Q4 STATISTICS & PROBABILITY

Electronic Communications in Probability Pub Date : 2023-01-01 DOI:10.1214/23-ecp554

David J. Prömel, David Scheffels

引用次数: 2

Abstract

The existence of weak solutions is established for stochastic Volterra equations with time-inhomogeneous coefficients allowing for general kernels in the drift and convolutional or bounded kernels in the diffusion term. The presented approach is based on a newly formulated local martingale problem associated to stochastic Volterra equations.

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关于随机Volterra方程弱解的存在性

建立了具有时间非齐次系数的随机Volterra方程弱解的存在性，该方程在漂移项中允许一般核，在扩散项中允许卷积核或有界核。本文提出的方法是基于一个新的与随机Volterra方程相关的局部鞅问题。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Electronic Communications in Probability 工程技术-统计学与概率论

CiteScore

1.00

自引率

0.00%

发文量

审稿时长

6-12 weeks

期刊介绍： The Electronic Communications in Probability (ECP) publishes short research articles in probability theory. Its sister journal, the Electronic Journal of Probability (EJP), publishes full-length articles in probability theory. Short papers, those less than 12 pages, should be submitted to ECP first. EJP and ECP share the same editorial board, but with different Editors in Chief.