On regularity of stochastic convolutions of functional linear differential equations with memory

DOI10.3934/DCDSB.2019220MaRDI QIDQ2301339zbMATH OpenOpenAlexWikidataFDO

Authors Yanyan Li

Publication date 24 February 2020

Published in Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1906.00605

zbMATH Keywords

stochastic convolutionfundamental solutionregularity property

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic integrals (60H05)

Abstract: In this work, we consider the regularity property of stochastic convolutions for a class of abstract linear stochastic retarded functional differential equations with unbounded operator coefficients. We first establish some useful estimates on fundamental solutions which are time delay versions of those on $C_0$-semigroups. To this end, we develop a scheme of constructing the resolvent operators for the integrodifferential equations of Volterra type since the equation under investigation is of this type in each subinterval describing the segment of its solution. Then we apply these estimates to stochastic convolutions of our equations to obtain the desired regularity property.

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• scientific article; zbMATH DE number 3861856 (Why is no real title available?)
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Cited in

(4)

• Hölder continuous regularity of stochastic convolutions with distributed delay
• A note on regularity property of stochastic convolutions for a class of functional differential equations
• Some regularity results on stochastic convolutions in point delay differential equations perturbed by noise
• On regularity property of retarded Ornstein-Uhlenbeck processes in Hilbert spaces

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