Stochastic Volterra equations in Banach spaces and stochastic partial differential equation

DOI10.1016/j.jfa.2009.11.006zbMath1189.60124arXiv0812.0834OpenAlexW2962858197MaRDI QIDQ846964

Xicheng Zhang

Publication date: 16 February 2010

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0812.0834

zbMATH Keywords

large deviationstochastic Volterra equationstochastic Navier-Stokes equation

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Probability theory on linear topological spaces (60B11)

Related Items (58)

Volterra equations driven by rough signals 2: Higher-order expansions ⋮ A collocation technique for solving nonlinear stochastic Itô-Volterra integral equations ⋮ Numerical solution of nonlinear stochastic Itô-Volterra integral equations based on Haar wavelets ⋮ Stochastic Volterra integral equations and a class of first-order stochastic partial differential equations ⋮ Inhomogeneous affine Volterra processes ⋮ Legendre wavelets Galerkin method for solving nonlinear stochastic integral equations ⋮ A computational method for solving stochastic Itô-Volterra integral equations based on stochastic operational matrix for generalized hat basis functions ⋮ Numerical approach for solving stochastic Volterra-Fredholm integral equations by stochastic operational matrix ⋮ Application of operational matrices for solving system of linear Stratonovich Volterra integral equation ⋮ Large deviation principle for SDEs with Dini continuous drifts ⋮ Hörmander's hypoelliptic theorem for nonlocal operators ⋮ Some refinements of existence results for SPDEs driven by Wiener processes and Poisson random measures ⋮ 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 ⋮ Large deviations for multivalued stochastic differential equations ⋮ Well-posedness of density dependent SDE driven by \(\alpha \)-stable process with Hölder drifts ⋮ Large deviation principle for a class of stochastic hydrodynamical type systems driven by multiplicative Lévy noises ⋮ Error distribution of the Euler approximation scheme for stochastic Volterra equations ⋮ Wavelets Galerkin method for solving stochastic heat equation ⋮ Global martingale weak solutions for the three-dimensional stochastic chemotaxis-Navier-Stokes system with Lévy processes ⋮ Cauchy problem of stochastic kinetic equations ⋮ Ramification of Volterra-type rough paths ⋮ Approximation of Stochastic Volterra Equations with kernels of completely monotone type ⋮ A mathematical modeling and numerical study for stochastic Fisher–SI model driven by space uniform white noise ⋮ A numerical method for solving \(m\)-dimensional stochastic itô-Volterra integral equations by stochastic operational matrix ⋮ One-dimensional McKean-Vlasov stochastic Volterra equations with Hölder diffusion coefficients ⋮ Stochastic Volterra equations with Hölder diffusion coefficients ⋮ Strong and weak convergence for the averaging principle of DDSDE with singular drift ⋮ Volterra equations driven by rough signals. III: Probabilistic construction of the Volterra rough path for fractional Brownian motions ⋮ Large deviations for locally monotone stochastic partial differential equations driven by Lévy noise ⋮ Improved \(\vartheta\)-methods for stochastic Volterra integral equations ⋮ Linear quadratic control problems of stochastic Volterra integral equations ⋮ Regularity of the mild solution of a parabolic equation with stochastic measure ⋮ Paracontrolled distribution approach to stochastic Volterra equations ⋮ Quasi-Linear (Stochastic) Partial Differential Equations with Time-Fractional Derivatives ⋮ Large deviations for fractional volatility models with non-Gaussian volatility driver ⋮ A moderate deviation principle for stochastic Volterra equation ⋮ Wavelets method for solving nonlinear stochastic Itô-Volterra integral equations ⋮ Split-step collocation methods for stochastic Volterra integral equations ⋮ Large deviations for stochastic tamed 3D Navier-Stokes equations ⋮ Symmetrical martingale solutions of backward doubly stochastic Volterra integral equations ⋮ Rough Volterra equations. II: Convolutional generalized integrals ⋮ Hölder regularity and gradient estimates for SDEs driven by cylindrical \(\alpha \)-stable processes ⋮ Variational representations for continuous time processes ⋮ Small time asymptotics for SPDEs with locally monotone coefficients ⋮ An efficient computational method for solving nonlinear stochastic Itô integral equations: application for stochastic problems in physics ⋮ Unnamed Item ⋮ Affine Volterra processes ⋮ Unnamed Item ⋮ LARGE DEVIATIONS FOR INFINITE‐DIMENSIONAL STOCHASTIC SYSTEMS WITH JUMPS ⋮ Strong dissipativity of generalized time-fractional derivatives and quasi-linear (stochastic) partial differential equations ⋮ Self-exciting multifractional processes ⋮ Degenerate SDE with Hölder--Dini Drift and Non-Lipschitz Noise Coefficient ⋮ Time fractional stochastic differential equations driven by pure jump Lévy noise ⋮ A weak solution theory for stochastic Volterra equations of convolution type ⋮ An approximate solution for stochastic Burgers' equation driven by white noise ⋮ An approximation method for stochastic heat equation driven by white noise ⋮ Stochastic Volterra equations driven by fractional Brownian motion

Cites Work

• Schilder theorem for the Brownian motion on the diffeomorphism group of the circle
• \(L^{p}\)-theory of semi-linear SPDEs on general measure spaces and applications
• Large deviations for the two-dimensional Navier-Stokes equations with multiplicative noise
• 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 stochastic evolution equations
• Large deviations for infinite dimensional stochastic dynamical systems
• A variational representation for random functionals on abstract Wiener spaces
• Large deviations for stochastic evolution equations with small multiplicative noise
• Regularities for semilinear stochastic partial differential equations
• Martingale solutions and Markov selections for stochastic partial differential equations
• Volterra equations driven by semimartingales
• Domains of fractional powers of the Stokes operator in \(L_ r\) spaces
• Analyticity of the semigroup generated by the Stokes operator in \(L_r\) spaces
• Large deviations for a reaction-diffusion equation with non-Gaussian perturbations
• A variational representation for certain functionals of Brownian motion
• Large deviation principle for stochastic evolution equations
• Stochastic partial differential equations in \(M\)-type 2 Banach spaces
• Some results on stochastic convolutions arising in Volterra equations perturbed by noise
• Large deviations for stochastic Volterra equations
• A general analytical result for non-linear {SPDE}'s and applications
• Large deviation for Navier-Stokes equations with small stochastic perturbation
• A concise course on stochastic partial differential equations
• Stochastic ordinary and stochastic partial differential equations. Transition from microscopic to macroscopic equations.
• Interpolation non linéaire et régularité
• Freidlin-Wentzell's large deviations for homeomorphism flows of non-Lipschitz SDEs
• \(L^p\) estimates for the uniform norm of solutions of quasilinear SPDE's
• Stochastic Volterra equations with anticipating coefficients
• Stochastic Volterra equations driven by cylindrical Wiener process
• ON STOCHASTIC EVOLUTION EQUATIONS WITH NON-LIPSCHITZ COEFFICIENTS
• ON SMALL RANDOM PERTURBATIONS OF DYNAMICAL SYSTEMS
• Variants of the Wiener-Levy Theorem, with Applications to Stability Problems for Some Volterra Integral Equations
• A Generalization of the Wiener-Levy Theorem Applicable to Some Volterra Equations
• On stochastic convolution in banach spaces and applications
• Stochastic Navier--Stokes Equations for Turbulent Flows
• Uniqueness for stochastic evolution equations in Banach spaces
• Large deviation for stochastic volterra equation in the Besov-Orlicz space and application
• An introduction to the theory of large deviations
• Stochastic evolution equations
• A note on Krylov's \(L_p\)-theory for systems of SPDEs
• Regularity properties of some stochastic Volterra integrals with singular kernel
• Stochastic Equations in Infinite Dimensions
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Stochastic Volterra equations in Banach spaces and stochastic partial differential equation