Global solutions to stochastic Volterra equations driven by Lévy noise

DOI10.1515/fca-2018-0064zbMath1436.60064arXiv1612.09457OpenAlexW2913328744MaRDI QIDQ2328559

Erika Hausenblas, Mihály Kovács

Publication date: 10 October 2019

Published in: Fractional Calculus \& Applied Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1612.09457

zbMATH Keywords

global solutionstochastic Volterra equationPoisson random measureLévy noisestochastic integral of jump typestochastic partial differential equations of fractional order

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Random measures (60G57) Volterra integral equations (45D05)

Related Items

Global solution to non-self-adjoint stochastic Volterra equation, Some approximation results for mild solutions of stochastic fractional order evolution equations driven by Gaussian noise, Lévy-driven stochastic Volterra integral equations with doubly singular kernels: existence, uniqueness, and a fast EM method, Time fractional stochastic differential equations driven by pure jump Lévy noise

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