Stochastic Volterra equations under perturbations (Q743384): Difference between revisions

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Latest revision as of 02:48, 10 December 2024

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Stochastic Volterra equations under perturbations
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    Stochastic Volterra equations under perturbations (English)
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    24 September 2014
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    In the current paper, the authors study a stochastic Volterra equation (SVE) of convolution type (see, for example, [\textit{A. Karczewska}, Convolution type stochastic Volterra equations. Lecture Notes in Nonlinear Analysis 10. Toruń: Nicolaus Copernicus University, Juliusz Schauder Center for Nonlinear Studies (2007; Zbl 1149.60041)]) with some perturbations. The basic idea is to use the so-called resolvent approach, which is a natural generalization of the semigroup approach (see [\textit{G. da Prato} et al., Stochastics 23, No. 1, 1--23 (1987; Zbl 0634.60053)] or [\textit{A. Karczewska}, Int. J. Contemp. Math. Sci. 2, No. 21--24, 1037--1052 (2007; Zbl 1142.60372)]). Their results extend some similar results given by \textit{K. Liu} [Stochastic Anal. Appl. 26, No. 3, 624--650 (2008; Zbl 1181.34086); Appl. Math. Optim. 60, No. 1, 1--38 (2009; Zbl 1211.49030)], \textit{J. A. D. Appleby} [Funct. Differ. Equ. 12, No. 1--2, 7--34 (2005; Zbl 1078.60052)], Karczewska [loc. cit. (Zbl 1149.60041)] and \textit{A. Karczewska} and \textit{C. Lizama} [J. Evol. Equ. 7, No. 2, 373--386 (2007; Zbl 1120.60062); J. Math. Anal. Appl. 349, No. 2, 301--310 (2009; Zbl 1158.60028)].
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    stochastic linear Volterra equations
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    resolvent family
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    additive perturbations
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    stochastic convolution
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