论文标题
由添加剂Volterra-Lévy和Volterra-Gaussian噪声驱动的随机微分方程
Stochastic differential equations driven by additive Volterra-Lévy and Volterra-Gaussian noises
论文作者
论文摘要
我们研究了通过lévy噪声驱动的伏特拉过程的解决随机微分方程的解决方案的存在和唯一性。为此，我们详细研究了这些过程的平滑性能。特别注意两种伏特拉 - 高斯工艺，这些过程概括了布朗运动的紧凑间隔表示以及使用此类过程的随机方程。
We study the existence and uniqueness of solutions to stochastic differential equations with Volterra processes driven by Lévy noise. For this purpose, we study in detail smoothness properties of these processes. Special attention is given to two kinds of Volterra-Gaussian processes that generalize the compact interval representation of fractional Brownian motion and to stochastic equations with such processes.
