Maximal regularity for stochastic integral equations
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Publication:2850679
DOI10.1515/JAA-2013-0006zbMATH Open1273.45005OpenAlexW1999120011MaRDI QIDQ2850679FDOQ2850679
Authors: Gertrud Desch, Stig-Olof Londen 
Publication date: 30 September 2013
Published in: Journal of Applied Analysis (Search for Journal in Brave)
Full work available at URL: https://aaltodoc.aalto.fi/handle/123456789/4947
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Abstract integral equations, integral equations in abstract spaces (45N05) Stochastic integral equations (60H20)
Cited In (17)
- A Sobolev space theory for stochastic partial differential equations with time-fractional derivatives
- Regularity of stochastic integral equations driven by Poisson random measures
- Regularity of stochastic Volterra equations by functional calculus methods
- Homotopy Analysis Method for Stochastic Differential Equations with Maxima
- Stochastic maximal \(L^{p}\)-regularity
- Global solution to non-self-adjoint stochastic Volterra equation
- Stochastic maximal regularity for rough time-dependent problems
- A Sobolev space theory for time-fractional stochastic partial differential equations driven by Lévy processes
- Maximal \(\gamma\)-regularity
- On the trace embedding and its applications to evolution equations
- Semilinear stochastic integral equations in \(L_{p}\)
- Maximal \(L^p\)-regularity for stochastic evolution equations
- Difference norms for vector-valued Bessel potential spaces with an application to pointwise multipliers
- Malliavin regularity of solutions to mixed stochastic differential equations
- A Sobolev space theory for the stochastic partial differential equations with space-time non-local operators
- Evolutionary equations driven by fractional Brownian motion
- On a stochastic parabolic integral equation
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