Global solutions to stochastic Volterra equations driven by Lévy noise
From MaRDI portal
Publication:2328559
DOI10.1515/fca-2018-0064zbMath1436.60064arXiv1612.09457MaRDI 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
global solution; stochastic Volterra equation; Poisson random measure; Lévy noise; stochastic integral of jump type; stochastic partial differential equations of fractional order
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
60G57: Random measures
45D05: Volterra integral equations
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