An analytic approach to stochastic Volterra equations with completely monotone kernels

DOI10.1007/s00028-009-0010-1zbMath1239.45001MaRDI QIDQ423352

Stefano Bonaccorsi, Elisa Mastrogiacomo

Publication date: 2 June 2012

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

Full work available at URL: https://doi.org/10.1007/s00028-009-0010-1

zbMATH Keywords

optimal control; Volterra integral equations; multiplicative noise; singular kernel; stochastic perturbation

Mathematics Subject Classification ID

93E20: Optimal stochastic control

60H30: Applications of stochastic analysis (to PDEs, etc.)

34K50: Stochastic functional-differential equations

45D05: Volterra integral equations

60H20: Stochastic integral equations

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Some approximation results for mild solutions of stochastic fractional order evolution equations driven by Gaussian noise, Volterra equations in Banach spaces with completely monotone kernels, Feedback optimal control for stochastic Volterra equations with completely monotone kernels, Optimal control for stochastic Volterra equations with multiplicative Lévy noise, Global solutions to stochastic Volterra equations driven by Lévy noise, Infinite horizon stochastic optimal control for Volterra equations with completely monotone kernels

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