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

被引：0

作者：

N. A. Kolodii

机构：

[1] Volgograd State University,

来源：

Siberian Mathematical Journal | 2013年 / 54卷

关键词：

two-parameter Wiener process; stochastic Volterra equation; stopping line;

D O I：

暂无

中图分类号：

学科分类号：

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

页码：829 / 840

页数：11

共 50 条

[1] Inequalities for the moments of stochastic integrals and stochastic Volterra equations driven a two-parameter wiener process
Kolodii, N. A.
[J]. SIBERIAN MATHEMATICAL JOURNAL, 2013, 54 (05) : 829 - 840
[2] Stochastic inclusions and set-valued stochastic equations driven by a two-parameter Wiener process
Michta, Mariusz
Swiatek, Kamil Lukasz
[J]. STOCHASTICS AND DYNAMICS, 2018, 18 (06)
[3] Two-parameter stochastic Volterra equations
Kolodii, N. A.
[J]. MATHEMATICAL NOTES, 2009, 86 (3-4) : 493 - 504
[4] Two-parameter stochastic Volterra equations
N. A. Kolodii
[J]. Mathematical Notes, 2009, 86
[5] Stochastic Volterra equations driven by cylindrical Wiener process
Anna Karczewska
Carlos Lizama
[J]. Journal of Evolution Equations, 2007, 7 : 373 - 386
[6] Stochastic Volterra equations driven by cylindrical Wiener process
Karczewska, Anna
Lizama, Carlos
[J]. JOURNAL OF EVOLUTION EQUATIONS, 2007, 7 (02) : 373 - 386
[7] A two-parameter Milstein method for stochastic Volterra integral equations
Li, Min
Huang, Chengming
Wen, Jiao
[J]. JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2022, 404
[8] Two-Parameter Fuzzy-Valued Stochastic Integrals and Equations
Michta, Mariusz
Swiatek, Kamil Lukasz
[J]. STOCHASTIC ANALYSIS AND APPLICATIONS, 2015, 33 (06) : 1115 - 1148
[9] Set-Valued Stochastic Integrals and Equations with Respect to Two-Parameter Martingales
Michta, Mariusz
Swiatek, Kamil Lukasz
[J]. STOCHASTIC ANALYSIS AND APPLICATIONS, 2015, 33 (01) : 40 - 66
[10] STOCHASTIC INCLUSIONS DRIVEN BY TWO-PARAMETER MARTINGALES
Kozaryn, Maciej
Michta, Mariusz
Swiatek, Kamil L.
[J]. DYNAMIC SYSTEMS AND APPLICATIONS, 2016, 25 (1-2): : 123 - 152

← 1 2 3 4 5 →