Stochastic Volterra equations with random functional coefficients in Banach spaces

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Authors: Alexander Kalinin
Cited by: 0

Abstract

We derive unique Banach-valued solutions to stochastic Volterra equations with random coefficients that may depend on pure chance and involve singular kernels. In particular, for controlled and distribution-dependent coefficients these solutions become strong, as a measurability analysis of the Wasserstein metric confirms. The presented novel approach is based on the proof that a stochastic Volterra integral admits a progressively measurable modification in a weak sense and on sharp moment estimates for non-negative product measurable processes.

Fields of Study & Subjects

Stochastic processes and financial applications Nonlinear Differential Equations Analysis Fuzzy Systems and Optimization

Publication details

Journal / source
arXiv (Cornell University)
Publication date
10 February 2026
Language
EN
Document type
Preprint