Itô Differential Representation of Singular Stochastic Volterra Integral Equations
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Physics and Astronomy,General Mathematics
Link
https://link.springer.com/content/pdf/10.1007/s10473-020-0624-5.pdf
Reference11 articles.
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3. Dung N T. An Itô formula for stochastic Volterra equations. Submitted for publication
4. Ferreyra G, Sundar P. Comparison of stochastic Volterra equations. Bernoulli, 2000, 6(6): 1001–1006
5. Gerhold S, Kleinert M, Porkert P, Shkolnikov M. Small time central limit theorems for semimartingales with applications. Stochastics, 2015, 87(5): 723–746
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1. Existence and uniqueness of solutions for the stochastic Volterra-Levin equation with variable delays;Open Mathematics;2022-01-01
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