Abstract
A pathwise comparison theorem for a class of one-dimensional stochastic Volterra equations driven by continuous semimartingales is proved under suitable conditions. The result is applied to equations appearing in applications.
Citation
Guillermo Ferreyra. Padamanbhan Sundar. "Comparison of stochastic Volterra equations." Bernoulli 6 (6) 1001 - 1006, December 2000.
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