Stochastic Volterra equations driven by cylindrical Wiener process

DOI10.1007/S00028-007-0302-2zbMATH Open1120.60062arXivmath/0610241OpenAlexW3103513241MaRDI QIDQ2644653FDOQ2644653

Authors: Anna Karczewska, Carlos Lizama 

Publication date: 3 September 2007

Published in: Journal of Evolution Equations (Search for Journal in Brave)

Abstract: In this paper, stochastic Volterra equations driven by cylindrical Wiener process in Hilbert space are investigated. Sufficient conditions for existence of strong solutions are given. The key role is played by convergence of $alpha$-times resolvent families.

Full work available at URL: https://arxiv.org/abs/math/0610241

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zbMATH Keywords

stochastic convolutionstrong solution\(\alpha\)-times resolvent familystochastic Volterra equationconvergence of resolvent families

Mathematics Subject Classification ID

Volterra integral equations (45D05) Stochastic integrals (60H05) Stochastic integral equations (60H20)

Cited In (12)

• Strong solutions to stochastic Volterra equations
• Stochastic evolution equations driven by cylindrical stable noise
• On fractional powers of generators of fractional resolvent families
• Global solution to non-self-adjoint stochastic Volterra equation
• Some approximation results for mild solutions of stochastic fractional order evolution equations driven by Gaussian noise
• Stochastic Volterra equations in Banach spaces and stochastic partial differential equation
• Properties of convolutions arising in stochastic Volterra equations
• Numerical solutions to fractional perturbed Volterra equations
• On boundary values of fractional resolvent families
• Limiting measure and stationarity of solutions to stochastic evolution equations with Volterra noise
• Stochastic evolution equations with Volterra noise
• Title not available (Why is that?)

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