REGULARITY PROPERTY OF SOLUTION TO TWO-PARAMETER STOCHASTIC VOLTERRA EQUATION WITH NON-LIPSCHITZ COEFFICIENTS  

作　　者：姜国 王湘君 

机构地区：[1]School of Mathematics and Statistics, Huazhong University of Science and Technology [2]School of Mathematics and Statistics, Hubei Normal University

出　　处：《Acta Mathematica Scientia》2013年第3期872-882,共11页数学物理学报（B辑英文版）

基　　金：supported by NSF (10971076 and 11061032) of China;Science and Technology Research Projects of Hubei Provincial Department of Education (Q20132505)

摘　　要：This article proves the existence and uniqueness of solution to two-parameter stochastic Volterra equation with non-Lipschitz coefficients and driven by Brownian sheet, where the main tool is Bihari＇s inequality in the plane. Moreover, we also discuss the time regularity property of the solution by Kolmogorov＇s continuity criterion.This article proves the existence and uniqueness of solution to two-parameter stochastic Volterra equation with non-Lipschitz coefficients and driven by Brownian sheet, where the main tool is Bihari＇s inequality in the plane. Moreover, we also discuss the time regularity property of the solution by Kolmogorov＇s continuity criterion.

关 键 词：Stochastic Volterra equation Brownian sheet Bihari＇s inequality NON-LIPSCHITZ Picard＇s approximation 

分 类 号：O211.63[理学—概率论与数理统计]