Abstract
The existence of weak solutions is established for stochastic Volterra equations with time-inhomogeneous coefficients allowing for general kernels in the drift and convolutional or bounded kernels in the diffusion term. The presented approach is based on a newly formulated local martingale problem associated to stochastic Volterra equations.
Acknowledgments
D. Scheffels gratefully acknowledges financial support by the Research Training Group “Statistical Modeling of Complex Systems” (RTG 1953) funded by the German Science Foundation (DFG).
Citation
David J. Prömel. David Scheffels. "On the existence of weak solutions to stochastic Volterra equations." Electron. Commun. Probab. 28 1 - 12, 2023. https://doi.org/10.1214/23-ECP554
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