On Ulam type of stability for stochastic integral equations with Volterra noise
General theory of infinite-dimensional dissipative dynamical systems, nonlinear semigroups, evolution equations (37L05) Infinite-dimensional random dynamical systems; stochastic equations (37L55) Volterra integral equations (45D05) Stability theory for integral equations (45M10) Random integral equations (45R05) Fixed-point theorems (47H10) Applications of operator theory to differential and integral equations (47N20) Stochastic integral equations (60H20)
The authors consider a perturbed stochastic Volterra integral equation with nonlocal initial conditions \[ y_t = [y_0 + Q(y)] + \int_0^t (A(\tau)y_{\tau} + \Psi(\tau,y_{\tau})) \, d\tau + \chi(\tau,y_{\tau}) \, dW_{\tau}, \] where the state space \(\mathcal{H}\) is a separable Hilbert space, the linear map \(A : D(A) \subset \mathcal{H} \to \mathcal{H}\) defines a \(C_0\)-group, and the driving noise \(W\) is a Gaussian white noise. Using Gronwall's lemma, the authors show that under suitable assumptions this equation has a unique evolution solution and is Ulam-Hyers-Rassias stable; see Theorem 3.1. This generalizes some results from the first author and \textit{A. C. Nnubia} [Int. J. Math. Anal. Optim. 7, No. 2, 48--55 (2021; \url{doi:10.52968/28302767})]. Furthermore, using the fixed point approach, the authors prove that under suitable conditions the equation has a unique evolution solution, and that it is Ulam-Hyers-Rassias stable; see Theorem 4.1 and Theorem 4.2. In Section 5, an application is presented.
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