论文标题
带有Hölder扩散系数的随机燃烧方程
Stochastic Volterra equations with Hölder diffusion coefficients
论文作者
论文摘要
对于具有局部H {Ö} lder连续扩散系数和足够规则的核的一维随机伏尔捷方程，建立了强溶液和路径唯一性的存在。此外，我们研究了样品路径的规律性，解决方案溶液对一维随机燃烧方程的特性。
The existence of strong solutions and pathwise uniqueness are established for one-dimensional stochastic Volterra equations with locally H{ö}lder continuous diffusion coefficients and sufficiently regular kernels. Moreover, we study the sample path regularity, the integrability and the semimartingale property of solutions to one-dimensional stochastic Volterra equations.
