Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: On the uniqueness of solutions of stochastic Volterra equations   We prove strong existence and uniqueness, and H\"older regularity, of a large
class of stochastic Volterra equations, with singular kernels and non-Lipschitz
diffusion coefficient. Extending Yamada-Watanabe's theorem, our proof relies on
an approximation of the process by a sequence of semimartingales with
regularised kernels. We apply these results to the rough Heston model, with
square-root diffusion coefficient, recently proposed in Mathematical Finance to
model the volatility of asset prices.

22
The categories of this paper are: chao-dyn
8
The categories of this paper are: hep-ex
0
The categories of this paper are: hep-ph
12
The categories of this paper are: nucl-th
27
The categories of this paper are: comp-gas
4
The categories of this paper are: cond-mat
21
The categories of this paper are: adap-org
35
The categories of this paper are: mtrl-th
16
The categories of this paper are: stat
34
The categories of this paper are: chem-ph
15
The categories of this paper are: nucl-ex
9
The categories of this paper are: nlin
25
The categories of this paper are: patt-sol
3
The categories of this paper are: physics
26
The categories of this paper are: bayes-an
6
The categories of this paper are: astro-ph