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Stochastic Volterra equations with Hölder diffusion coefficients (2204.02648v2)
Published 6 Apr 2022 in math.PR
Abstract: The existence of strong solutions and pathwise uniqueness are established for one-dimensional stochastic Volterra equations with locally H{\"o}lder continuous diffusion coefficients and sufficiently regular kernels. Moreover, we study the sample path regularity, the integrability and the semimartingale property of solutions to one-dimensional stochastic Volterra equations.
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