论文标题

关于随机Volterra方程的弱解决方案的存在

On the existence of weak solutions to stochastic Volterra equations

论文作者

Prömel, David J., Scheffels, David

论文摘要

建立了弱溶液的存在,用于随机燃烧方程,具有时间均匀系数,允许在扩散项中在漂移和卷积或有界内核中进行一般内核。提出的方法是基于与随机伏尔捷方程相关的新配制的本地群落问题。

The existence of weak solutions is established for stochastic Volterra equations with time-inhomogeneous coefficients allowing for general kernels in the drift and convolutional or bounded kernels in the diffusion term. The presented approach is based on a newly formulated local martingale problem associated to stochastic Volterra equations.

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