Pathwise uniqueness for singular stochastic Volterra equations with Hölder coefficients

Published 15 Dec 2022 in math.PR and q-fin.MF | (2212.08029v2)

Abstract: Pathwise uniqueness is established for a class of one-dimensional stochastic Volterra equations driven by Brownian motion with singular kernels and H\"older continuous diffusion coefficients. Consequently, the existence of unique strong solutions is obtained for this class of stochastic Volterra equations.

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