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On the Analysis of a Singular Stochastic Volterra Differential Equation driven by a Wiener Noise

Authors :
Coffie, Emmanuel
Menoukeu-Pamen, Olivier
Proske, Frank
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.

Details

Database :
arXiv
Publication Type :
Report
Accession number :
edsarx.2501.01373
Document Type :
Working Paper