REGULARITY PROPERTY OF SOLUTION TO TWO-PARAMETER STOCHASTIC VOLTERRA EQUATION WITH NON-LIPSCHITZ COEFFICIENTS

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摘要 Thisarticleprovestheexistenceanduniquenessofsolutiontotwo-parameterstochasticVolterraequationwithnon-LipschitzcoefficientsanddrivenbyBrowniansheet,wherethemaintoolisBihari'sinequalityintheplane.Moreover,wealsodiscussthetimeregularitypropertyofthesolutionbyKolmogorov'scontinuitycriterion.
机构地区 不详
出版日期 2013年03月13日(中国期刊网平台首次上网日期,不代表论文的发表时间)