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Sibirskii Matematicheskii Zhurnal, 2013, Volume 54, Number 5, Pages 1038–1050 (Mi smj2476)  
Inequalities for the moments of stochastic integrals and stochastic Volterra equations driven a two-parameter Wiener process

N. A. Kolodii

Volgograd State University, Volgograd, Russia
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Abstract: We prove existence and uniqueness theorems for a solution to a stochastic Volterra equation on the plane. The proofs employ an inequality for a stochastic integral with respect to a two-parameter Wiener process, where the integrand depends on the limits of integration.
Keywords: two-parameter Wiener process, stochastic Volterra equation, stopping line.
Received: 14.02.2008
English version:
Siberian Mathematical Journal, 2013, Volume 54, Issue 5, Pages 829–840
DOI: https://doi.org/10.1134/S003744661305008X
Bibliographic databases:
Document Type: Article
UDC: 519.21
Language: Russian
Citation: N. A. Kolodii, “Inequalities for the moments of stochastic integrals and stochastic Volterra equations driven a two-parameter Wiener process”, Sibirsk. Mat. Zh., 54:5 (2013), 1038–1050; Siberian Math. J., 54:5 (2013), 829–840
Citation in format AMSBIB
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    		Сибирский математический журнал Siberian Mathematical Journal
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