On the analysis of a singular stochastic Volterra differential equation driven by a Wiener noise
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.
Fields of Study & Subjects
Stochastic processes and financial applications
Stability and Controllability of Differential Equations
Advanced Mathematical Modeling in Engineering
Publication details
- Journal / source
- Electronic Communications in Probability
- Volume
- 31
- Issue
- none
- Publication date
- 1 January 2026
- Language
- EN