Stochastic Volterra Differential Equations in Weighted Spaces

نویسندگان

  • JOHN A. D. APPLEBY
  • MARKUS RIEDLE
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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تاریخ انتشار 2007