Abstract semilinear stochastic Itô-Volterra integrodifferential equations (Q995855)
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English | Abstract semilinear stochastic Itô-Volterra integrodifferential equations |
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Abstract semilinear stochastic Itô-Volterra integrodifferential equations (English)
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10 September 2007
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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.
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semilinear stochastic Volterra integrodifferential equations
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Carathéodory growth
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McKean-Vlasov integrodifferential equation
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