Ramification of Volterra-type rough paths

نویسندگان

چکیده

We extend the new approach introduced in [24] and [25] for dealing with stochastic Volterra equations using ideas of Rough Path theory prove global existence uniqueness results. The main idea this is simple: Instead iterated integrals a path comprising data necessary to solve any equation driven by that path, now integral convolutions kernel comprise said data. This leads corresponding abstract objects called Volterra-type Paths, as well notion convolution product, an extension natural tensor product used Theory.

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ژورنال

عنوان ژورنال: Electronic Journal of Probability

سال: 2023

ISSN: ['1083-6489']

DOI: https://doi.org/10.1214/22-ejp890