Stochastic Volterra equations in Banach spaces and stochastic partial differential equation
From MaRDI portal
(Redirected from Publication:846964)
Abstract: In this paper, we first study the existence-uniqueness and large deviation estimate of solutions for stochastic Volterra integral equations with singular kernels in 2-smooth Banach spaces. Then, we apply them to a large class of semilinear stochastic partial differential equations (SPDE) driven by Brownian motions as well as by fractional Brownian motions, and obtain the existence of unique maximal strong solutions (in the sense of SDE and PDE) under local Lipschitz conditions. Lastly, high order SPDEs in a bounded domain of Euclidean space, second order SPDEs on complete Riemannian manifolds, as well as stochastic Navier-Stokes equations are investigated.
Recommendations
- scientific article; zbMATH DE number 1665391
- Existence and uniqueness of solutions to stochastic Volterra equations with singular kernels and non-Lipschitz coefficients
- Existence, uniqueness and regularity for a class of semilinear stochastic Volterra equations with multiplicative noise
- Abstract Volterra equations with stochastic kernels
- Stochastic Volterra integral equations and a class of first-order stochastic partial differential equations
Cites work
- scientific article; zbMATH DE number 1665391 (Why is no real title available?)
- scientific article; zbMATH DE number 3980111 (Why is no real title available?)
- scientific article; zbMATH DE number 3984248 (Why is no real title available?)
- scientific article; zbMATH DE number 3676537 (Why is no real title available?)
- scientific article; zbMATH DE number 3678842 (Why is no real title available?)
- scientific article; zbMATH DE number 3690402 (Why is no real title available?)
- scientific article; zbMATH DE number 3701499 (Why is no real title available?)
- scientific article; zbMATH DE number 48405 (Why is no real title available?)
- scientific article; zbMATH DE number 3600473 (Why is no real title available?)
- scientific article; zbMATH DE number 1302005 (Why is no real title available?)
- scientific article; zbMATH DE number 1302006 (Why is no real title available?)
- scientific article; zbMATH DE number 493192 (Why is no real title available?)
- scientific article; zbMATH DE number 1153603 (Why is no real title available?)
- scientific article; zbMATH DE number 803469 (Why is no real title available?)
- scientific article; zbMATH DE number 928933 (Why is no real title available?)
- scientific article; zbMATH DE number 1422834 (Why is no real title available?)
- scientific article; zbMATH DE number 3355566 (Why is no real title available?)
- A Generalization of the Wiener-Levy Theorem Applicable to Some Volterra Equations
- A concise course on stochastic partial differential equations
- A general analytical result for non-linear {SPDE}'s and applications
- A note on Krylov's \(L_p\)-theory for systems of SPDEs
- A variational representation for certain functionals of Brownian motion
- A variational representation for positive functionals of infinite dimensional Brownian motion
- A variational representation for random functionals on abstract Wiener spaces
- An introduction to the theory of large deviations
- Analyticity of the semigroup generated by the Stokes operator in \(L_r\) spaces
- Domains of fractional powers of the Stokes operator in \(L_ r\) spaces
- Euler schemes and large deviations for stochastic Volterra equations with singular kernels
- Existence and uniqueness of solutions to stochastic Volterra equations with singular kernels and non-Lipschitz coefficients
- Freidlin-Wentzell's large deviations for homeomorphism flows of non-Lipschitz SDEs
- Freidlin-Wentzell's large deviations for stochastic evolution equations
- Interpolation non linéaire et régularité
- Large deviation for Navier-Stokes equations with small stochastic perturbation
- Large deviation for stochastic volterra equation in the Besov-Orlicz space and application
- Large deviation principle for semilinear stochastic Volterra equations
- Large deviation principle for stochastic evolution equations
- Large deviations for a reaction-diffusion equation with non-Gaussian perturbations
- Large deviations for infinite dimensional stochastic dynamical systems
- Large deviations for stochastic Volterra equations
- Large deviations for stochastic evolution equations with small multiplicative noise
- Large deviations for the two-dimensional Navier-Stokes equations with multiplicative noise
- Martingale solutions and Markov selections for stochastic partial differential equations
- ON SMALL RANDOM PERTURBATIONS OF DYNAMICAL SYSTEMS
- On stochastic convolution in banach spaces and applications
- On stochastic evolution equations with non-Lipschitz coefficients
- Regularities for semilinear stochastic partial differential equations
- Regularity properties of some stochastic Volterra integrals with singular kernel
- Schilder theorem for the Brownian motion on the diffeomorphism group of the circle
- Some results on stochastic convolutions arising in Volterra equations perturbed by noise
- Stochastic Equations in Infinite Dimensions
- Stochastic Navier--Stokes Equations for Turbulent Flows
- Stochastic Volterra equations driven by cylindrical Wiener process
- Stochastic Volterra equations with anticipating coefficients
- Stochastic evolution equations
- Stochastic ordinary and stochastic partial differential equations. Transition from microscopic to macroscopic equations.
- Stochastic partial differential equations in \(M\)-type 2 Banach spaces
- Strong local and global solutions for stochastic Navier-Stokes equations
- Uniqueness for stochastic evolution equations in Banach spaces
- Variants of the Wiener-Levy Theorem, with Applications to Stability Problems for Some Volterra Integral Equations
- Volterra equations driven by semimartingales
- \(L^p\) estimates for the uniform norm of solutions of quasilinear SPDE's
- \(L^{p}\)-theory of semi-linear SPDEs on general measure spaces and applications
Cited in
(65)- One-dimensional McKean-Vlasov stochastic Volterra equations with Hölder diffusion coefficients
- Strong and weak convergence for the averaging principle of DDSDE with singular drift
- Approximation of Stochastic Volterra Equations with kernels of completely monotone type
- Volterra equations driven by rough signals. III: Probabilistic construction of the Volterra rough path for fractional Brownian motions
- A mathematical modeling and numerical study for stochastic Fisher–SI model driven by space uniform white noise
- Linear-quadratic stochastic Volterra controls. I: Causal feedback strategies
- Large deviation principle for a class of stochastic hydrodynamical type systems driven by multiplicative Lévy noises
- Singular backward stochastic Volterra integral equations in infinite dimensional spaces
- Convex ordering for stochastic Volterra equations and their Euler schemes
- Cauchy problem of stochastic kinetic equations
- Global martingale weak solutions for the three-dimensional stochastic chemotaxis-Navier-Stokes system with Lévy processes
- scientific article; zbMATH DE number 7578151 (Why is no real title available?)
- Linear quadratic control problems of stochastic Volterra integral equations
- Large deviations for locally monotone stochastic partial differential equations driven by Lévy noise
- Paracontrolled distribution approach to stochastic Volterra equations
- Large deviations for infinite-dimensional stochastic systems with jumps
- An efficient computational method for solving nonlinear stochastic Itô integral equations: application for stochastic problems in physics
- Volterra equations driven by rough signals 2: Higher-order expansions
- Large deviations for stochastic tamed 3D Navier-Stokes equations
- A numerical method for solving \(m\)-dimensional stochastic itô-Volterra integral equations by stochastic operational matrix
- Strong dissipativity of generalized time-fractional derivatives and quasi-linear (stochastic) partial differential equations
- Symmetrical martingale solutions of backward doubly stochastic Volterra integral equations
- Stochastic Volterra equations with Hölder diffusion coefficients
- Large deviations for 2-D stochastic Navier-Stokes equations driven by multiplicative \textit{Lévy} noises
- Numerical solution of stochastic Volterra integral equations by a stochastic operational matrix based on block pulse functions
- Ramification of Volterra-type rough paths
- Self-exciting multifractional processes
- Hörmander's hypoelliptic theorem for nonlocal operators
- Small time asymptotics for SPDEs with locally monotone coefficients
- Hölder regularity and gradient estimates for SDEs driven by cylindrical \(\alpha \)-stable processes
- Improved \(\vartheta\)-methods for stochastic Volterra integral equations
- Numerical approach for solving stochastic Volterra-Fredholm integral equations by stochastic operational matrix
- Stochastic Volterra equations driven by fractional Brownian motion
- Legendre wavelets Galerkin method for solving nonlinear stochastic integral equations
- Stochastic Volterra equations of nonscalar type in Hilbert space
- Stochastic Volterra integral equations and a class of first-order stochastic partial differential equations
- Quasi-Linear (Stochastic) Partial Differential Equations with Time-Fractional Derivatives
- Wavelets method for solving nonlinear stochastic Itô-Volterra integral equations
- Some refinements of existence results for SPDEs driven by Wiener processes and Poisson random measures
- Wavelets Galerkin method for solving stochastic heat equation
- A computational method for solving stochastic integral equations using Haar wavelets
- Variational representations for continuous time processes
- Large deviation principle for SDEs with Dini continuous drifts
- SPDEs with Volterra noise
- A weak solution theory for stochastic Volterra equations of convolution type
- Affine Volterra processes
- An approximate solution for stochastic Burgers' equation driven by white noise
- Large deviations for fractional volatility models with non-Gaussian volatility driver
- Degenerate SDE with Hölder-Dini drift and non-Lipschitz noise coefficient
- Regularity of stochastic Volterra equations by functional calculus methods
- An approximation method for stochastic heat equation driven by white noise
- Error distribution of the Euler approximation scheme for stochastic Volterra equations
- A collocation technique for solving nonlinear stochastic Itô-Volterra integral equations
- Application of operational matrices for solving system of linear Stratonovich Volterra integral equation
- A moderate deviation principle for stochastic Volterra equation
- Well-posedness of density dependent SDE driven by \(\alpha \)-stable process with Hölder drifts
- Time fractional stochastic differential equations driven by pure jump Lévy noise
- Large deviations for multivalued stochastic differential equations
- Regularity of the mild solution of a parabolic equation with stochastic measure
- Rough Volterra equations. II: Convolutional generalized integrals
- Inhomogeneous affine Volterra processes
- A computational method for solving stochastic Itô-Volterra integral equations based on stochastic operational matrix for generalized hat basis functions
- Split-step collocation methods for stochastic Volterra integral equations
- Randomly varying structure stochastic differential equations in Banach spaces
- Numerical solution of nonlinear stochastic Itô-Volterra integral equations based on Haar wavelets
This page was built for publication: Stochastic Volterra equations in Banach spaces and stochastic partial differential equation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q846964)
