Stochastic Volterra equations under perturbations (Q743384)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Stochastic Volterra equations under perturbations
scientific article

    Statements

    Stochastic Volterra equations under perturbations (English)
    0 references
    0 references
    0 references
    0 references
    24 September 2014
    0 references
    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. ToruĊ„: 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)].
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    stochastic linear Volterra equations
    0 references
    resolvent family
    0 references
    additive perturbations
    0 references
    stochastic convolution
    0 references