狭义随机Volterra积分方程解的p-阶矩估值

摘要

利用拟-It(o)过程和拟-It(o)公式给出了狭义随机Voherra积分方程解的Lp估值,并且得到了它的p阶矩连续性定理.结果是随机Voherra积分方程相应结果的严格推广.%The Lp-Estimates of solutions to Stochastic Volterra Integral Equations in the narrow sense is obtained by means of the quasi-Ito process and quasi-Ito formula. Moreover, the p-th moment continuity theorem of the solution is investigated. These results are strict extensions of the stochastic Volterra Integral Equations (SVIEs).