scientific article; zbMATH DE number 1239772

MaRDI QIDQ4225554zbMATH OpenFDO

Authors Philippe Clément, Guiseppe Da Prato, Jan Pruess

Publication date 13 January 1999

zbMATH Keywords

evolutionary integral equationsHilbert spaceintegro-differential equationslinear parabolic viscoelasticityregular solutionsstochastic convolutionwhite noise perturbation

Mathematics Subject Classification ID

Integro-ordinary differential equations (45J05) Abstract integral equations, integral equations in abstract spaces (45N05) Stochastic integral equations (60H20) Dynamical problems in solid mechanics (74Hxx)

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Cited in

(22)

• On the limit measure to stochastic Volterra equations
• Optimal control for stochastic Volterra equations with multiplicative Lévy noise
• Global solutions to stochastic Volterra equations driven by Lévy noise
• Weak convergence of a fully discrete approximation of a linear stochastic evolution equation with a positive-type memory term
• Preface. Special issue dedicated to Jan Prüss on the occasion of his 65th birthday
• Regularity of stochastic Volterra equations by functional calculus methods
• Optimal control for stochastic heat equation with memory
• Existence, uniqueness and regularity for a class of semilinear stochastic Volterra equations with multiplicative noise
• On the Hölder regularity of a linear stochastic partial-integro-differential equation with memory
• Weak convergence of finite element approximations of linear stochastic evolution equations with additive Lévy noise
• Fractional stochastic Volterra equation perturbed by fractional Brownian motion
• Strong order of convergence of a fully discrete approximation of a linear stochastic Volterra type evolution equation
• Volterra equations in Banach spaces with completely monotone kernels
• Global solution to non-self-adjoint stochastic Volterra equation
• On a stochastic hyperbolic integro-differential equation
• Some approximation results for mild solutions of stochastic fractional order evolution equations driven by Gaussian noise
• A Sobolev space theory for time-fractional stochastic partial differential equations driven by Lévy processes
• An \(L_{p }\)-theory for stochastic integral equations
• The invariant measure of a walking droplet in hydrodynamic pilot-wave theory
• Existence and higher regularity of statistically steady states for the stochastic Coleman-Gurtin equation
• Limits of stochastic Volterra equations driven by Gaussian noise
• Existence and asymptotic behavior for hereditary stochastic evolution equations

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