Volterra Equations Driven by Semimartingales
Philip Protter
Source: Ann. Probab. Volume 13, Number 2
(1985), 519-530.
Abstract
Existence and uniqueness of solutions is established for stochastic Volterra integral equations driven by right continuous semimartingales. This resolves (in the affirmative) a conjecture of M. Berger and V. Mizel.
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Keywords: Volterra integral equations; stochastic integral equations; semimartingale; stochastic integration
Full-text: Open access
Links and Identifiers
Permanent link to this document: http://projecteuclid.org/euclid.aop/1176993006
JSTOR: links.jstor.org
Digital Object Identifier: doi:10.1214/aop/1176993006
Mathematical Reviews number (MathSciNet): MR781420
Zentralblatt MATH identifier: 0567.60065
