Uniqueness for Volterra-type stochastic integral equations
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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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Cited by 3 Pith papers
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Limit theorems for stochastic Volterra processes
Develops a Hilbert space-valued Markovian lift framework for stochastic Volterra equations and establishes existence of limit distributions, LLN with convergence rate, and CLT for time averages in the Gaussian domain.
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Weak solutions to distribution-dependent stochastic Volterra equations
Existence of weak solutions is established for distribution-dependent stochastic Volterra equations via a local martingale problem under linear growth and mild kernel regularity.
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On the Analysis of a Singular Stochastic Volterra Differential Equation driven by a Wiener Noise
Constructs unique strong solutions to singular stochastic Volterra differential equations driven by Wiener noise and examines Sobolev differentiability of the solution with respect to initial value.
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