On the Analysis of a Singular Stochastic Volterra Differential Equation driven by a Wiener Noise

Published 2 Jan 2025 in math.PR | (2501.01373v1)

Abstract: In this article, we construct unique strong solutions to a class of stochastic Volterra differential equations driven by a singular drift vector field and a Wiener noise. Further, we examine the Sobolev differentiability of the strong solution with respect to its initial value.

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