Inequalities for the moments of stochastic integrals and stochastic Volterra equations driven a two-parameter wiener process

被引：0
|
作者：
Kolodii, N. A. [1 ]
机构：
[1] Volgograd State Univ, Volgograd, Russia
来源：
SIBERIAN MATHEMATICAL JOURNAL | 2013年 / 54卷 / 05期
关键词：
two-parameter Wiener process; stochastic Volterra equation; stopping line;
D O I：
10.1134/S003744661305008X
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
We prove existence and uniqueness theorems for a solution to a stochastic Volterra equation on the plane. The proofs employ an inequality for a stochastic integral with respect to a two-parameter Wiener process, where the integrand depends on the limits of integration.
引用
收藏
页码：829 / 840
页数：12
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