Abstract semilinear stochastic Itô-Volterra integrodifferential equations (Q995855): Difference between revisions

Summary: We consider a class of abstract semilinear stochastic Volterra integrodifferential equations in a real separable Hilbert space. Global existence and uniqueness of a mild solution, as well as a perturbation result, are established under the so-called Carathéodory growth conditions on the nonlinearities. An approximation result is then established, followed by an analogous result concerning a so-called McKean-Vlasov integrodifferential equation, and then a brief commentary on the extension of the main results to the time-dependent case. The paper ends with a discussion of some concrete examples illustrating the abstract theory.