Acta mathematica scientia, Series B >
REGULARITY PROPERTY OF SOLUTION TO TWO-PARAMETER STOCHASTIC VOLTERRA EQUATION WITH NON-LIPSCHITZ COEFFICIENTS
Received date: 2012-09-06
Online published: 2013-05-20
Supported by
This work is supported by NSF (10971076 and 11061032) of China and Science and Technology Research Projects of Hubei Provincial Department of Education (Q20132505).
This article proves the existence and uniqueness of solution to two-parameter stochastic Volterra equation with non-Lipschitz coefficients and driven by Brownian sheet, where the main tool is Bihari’s inequality in the plane. Moreover, we also discuss the time regularity property of the solution by Kolmogorov´s continuity criterion.
JIANG Guo , WANG Xiang-Jun . REGULARITY PROPERTY OF SOLUTION TO TWO-PARAMETER STOCHASTIC VOLTERRA EQUATION WITH NON-LIPSCHITZ COEFFICIENTS[J]. Acta mathematica scientia, Series B, 2013 , 33(3) : 872 -882 . DOI: 10.1016/S0252-9602(13)60047-8
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