REGULARITY PROPERTY OF SOLUTION TO TWO-PARAMETER STOCHASTIC VOLTERRA EQUATION WITH NON-LIPSCHITZ COEFFICIENTS

被引：0

作者：

姜国 ^{[1
,2
]}

王湘君 ^{[1
]}

机构：

[1] School of Mathematics and Statistics, Huazhong University of Science and Technology

[2] School of Mathematics and Statistics, Hubei Normal University

来源：

Acta Mathematica Scientia | 2013年 / 33卷 / 03期

关键词：

Stochastic Volterra equation; Brownian sheet; Bihari’s inequality; non-Lipschitz; Picard’s approximation;

D O I：

暂无

中图分类号：

O211.63 [随机微分方程];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

This article proves the existence and uniqueness of solution to two-parameter stochastic Volterra equation with non-Lipschitz coefficients and driven by Brownian sheet, where the main tool is Bihari’s inequality in the plane. Moreover, we also discuss the time regularity property of the solution by Kolmogorov’s continuity criterion.

引用

页码：872 / 882

页数：11

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