Path independence for the additive functionals of stochastic Volterra equations with singular kernels and Hölder continuous coefficients

doi:10.1016/j.jde.2025.113220

科研成果详情

题名	Path independence for the additive functionals of stochastic Volterra equations with singular kernels and Hölder continuous coefficients
作者	Qiao，Huijie 1; Wu，Jiang Lun 2
发表日期	2025-06-25
发表期刊	Journal of Differential Equations
ISSN/eISSN	0022-0396
卷号	431
摘要	In this paper, we are concerned with stochastic Volterra equations with singular kernels and Hölder continuous coefficients. We first establish the well-posedness of these equations by utilizing the Yamada-Watanabe approach. Then, we aim to characterize the path-independence for additive functionals of these equations. The main challenge here is that the solutions of stochastic Volterra equations are not semimartingales nor Markov processes, thus the existing techniques for obtaining the path-independence of usual, semimartingale type stochastic differential equations are no longer applicable. To overcome this difficulty, we link the concerned stochastic Volterra equations to mild formulation of certain parabolic type stochastic partial differential equations, and further apply our previous results on the path-independence for stochastic evolution equations to get the desired result.
关键词	Fractional Brownian motions Path independence Stochastic Volterra equations with singular kernels and Hölder continuous coefficients
DOI	10.1016/j.jde.2025.113220
URL	查看来源
语种	英语English
Scopus入藏号	2-s2.0-85219675327
引用统计
文献类型	期刊论文
条目标识符	https://repository.uic.edu.cn/handle/39GCC9TT/13257
专题	北师香港浸会大学
通讯作者	Qiao，Huijie
作者单位	1.School of Mathematics,Southeast University,Nanjing,Jiangsu,211189,China 2.Department of Mathematical Sciences,Faculty of Science and Technology and Guangdong Provincial Key Laboratory of Interdisciplinary Research and Application for Data Science,Beijing Normal University-Hong Kong Baptist University United International College,Zhuhai,Guangdong,519087,China
推荐引用方式 GB/T 7714	Qiao，Huijie,Wu，Jiang Lun. Path independence for the additive functionals of stochastic Volterra equations with singular kernels and Hölder continuous coefficients[J]. Journal of Differential Equations, 2025, 431.
APA	Qiao，Huijie, & Wu，Jiang Lun. (2025). Path independence for the additive functionals of stochastic Volterra equations with singular kernels and Hölder continuous coefficients. Journal of Differential Equations, 431.
MLA	Qiao，Huijie,et al."Path independence for the additive functionals of stochastic Volterra equations with singular kernels and Hölder continuous coefficients". Journal of Differential Equations 431(2025).