Stochastic Volterra equations with random functional coefficients in Banach spaces
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