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

[21] Two inequalities for iterated stochastic integrals
L. Yan
[J]. Archiv der Mathematik, 2004, 82 : 377 - 384
[22] A two-parameter stochastic process for Dansgaard-Oeschger events
Braun, H.
Ditlevsen, P.
Kurths, J.
Mudelsee, M.
[J]. PALEOCEANOGRAPHY, 2011, 26
[23] STOCHASTIC INTEGRALS AND PARABOLIC EQUATIONS IN ABSTRACT WIENER SPACE
KUO, HH
PIECH, MA
[J]. BULLETIN OF THE AMERICAN MATHEMATICAL SOCIETY, 1973, 79 (02): : 478 - 482
[24] SOME MOMENT INEQUALITIES FOR STOCHASTIC INTEGRALS AND SOLUTIONS OF STOCHASTIC DIFFERENTIAL EQUATIONS
ZAKAI, M
[J]. ISRAEL JOURNAL OF MATHEMATICS, 1967, 5 (03) : 170 - &
[25] The averaging principle for stochastic differential equations driven by a Wiener process revisited
Brehiera, Charles-Edouard
[J]. COMPTES RENDUS MATHEMATIQUE, 2022, 360 (01) : 265 - 273
[26] Stochastic differential equations driven by a Wiener process and fractional Brownian motion: Convergence in Besov space with respect to a parameter
Mishura, Yu. S.
Posashkova, S. V.
[J]. COMPUTERS & MATHEMATICS WITH APPLICATIONS, 2011, 62 (03) : 1166 - 1180
[27] Anticipative stochastic integrals equations driven by semimartingalies
Chao, TM
Chou, CS
[J]. STOCHASTIC ANALYSIS AND APPLICATIONS, 2002, 20 (04) : 755 - 782
[28] ON STOCHASTIC ELLIPTIC EQUATIONS DRIVEN BY WIENER PROCESS WITH NON-LOCAL CONDITION
Tuan, Nguyen Huy
Hai, Nguyen Minh
Thach, Tran Ngoc
Can, Nguyen Huu
[J]. DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES S, 2023, 16 (10): : 2613 - 2635
[29] REGULARITY PROPERTY OF SOLUTION TO TWO-PARAMETER STOCHASTIC VOLTERRA EQUATION WITH NON-LIPSCHITZ COEFFICIENTS
姜国
王湘君
[J]. Acta Mathematica Scientia, 2013, 33 (03) : 872 - 882
[30] TWO-PARAMETER STOCHASTIC CALCULUS AND MALLIAVIN'S INTEGRATION-BY-PARTS FORMULA ON WIENER SPACE
Norris, James R.
[J]. ASTERISQUE, 2009, (327) : 93 - 114

← 1 2 3 4 5 →