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On the Analysis of a Singular Stochastic Volterra Differential Equation driven by a Wiener Noise
- Publication Year :
- 2025
-
Abstract
- In this article, we construct unique strong solutions to a class of stochastic Volterra differential equations driven by a singular drift vector field and a Wiener noise. Further, we examine the Sobolev differentiability of the strong solution with respect to its initial value.
- Subjects :
- Mathematics - Probability
60H10, 49N60, 91G80
Subjects
Details
- Database :
- arXiv
- Publication Type :
- Report
- Accession number :
- edsarx.2501.01373
- Document Type :
- Working Paper