Abstract Volterra equations with stochastic kernels

MaRDI QIDQ2771535zbMATH OpenFDO

Authors Yuliya S. Mishura

Publication date 17 February 2002

Published in Teoriya Ĭmovirnosteĭ ta Matematychna Statystyka (Search for Journal in Brave)

zbMATH Keywords

stochastic kernelVolterra equation

Mathematics Subject Classification ID

Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic analysis applied to problems in fluid mechanics (76M35)

Review text

The Volterra equation NEWLINE\[NEWLINE x(t,\omega)=f(t,\omega)+\int_0^t a(t-s,\omega)Ax(s,\omega)dsNEWLINE\]NEWLINE with the stochastic kernel \(a(t,\omega)\) is considered. The author proposes a sufficient condition for existence and uniqueness of a solution to this equation. As application, an equation from fluid mechanics is investigated.

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• Global solution to non-self-adjoint stochastic Volterra equation
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• Abstract semilinear stochastic Itô-Volterra integrodifferential equations

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