Stochastic Volterra Differential Equations in Weighted Spaces
نویسندگان
چکیده
In the following paper, we provide a stochastic analogue to work of Shea and Wainger by showing that when the measure and state-independent diffusion coefficient of a linear Itô–Volterra equation are in appropriate Lp– weighted spaces, the solution lies in a weighted Lp–space in both an almost sure and moment sense.
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