Strong solutions to stochastic Volterra equations

DOI10.1016/j.jmaa.2008.09.005zbMath1158.60028arXivmath/0512532OpenAlexW2075669821MaRDI QIDQ953492

Carlos Lizama, Anna Karczewska

Publication date: 6 November 2008

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0512532

zbMATH Keywords

resolventstrong solutionstochastic convolutionstochastic linear Volterra equation

Mathematics Subject Classification ID

Volterra integral equations (45D05) Stochastic integral equations (60H20)

Related Items (10)

Global solution to non-self-adjoint stochastic Volterra equation ⋮ Some approximation results for mild solutions of stochastic fractional order evolution equations driven by Gaussian noise ⋮ Numerical solutions to fractional perturbed Volterra equations ⋮ Optimal Controls for Fractional Backward Nonlocal Evolution Systems ⋮ Stochastic Volterra equations of nonscalar type in Hilbert space ⋮ EXISTENCE OF STRONG SOLUTIONS FOR NEURONAL NETWORK DYNAMICS DRIVEN BY FRACTIONAL BROWNIAN MOTIONS ⋮ The regularity of fractional stochastic evolution equations in Hilbert space ⋮ Admissibility of the Observation Operators for Volterra systems with Exponential Kernels ⋮ Existence, uniqueness and regularity for a class of semilinear stochastic Volterra equations with multiplicative noise ⋮ Global solutions to stochastic Volterra equations driven by Lévy noise

Cites Work

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• Properties of convolutions arising in stochastic Volterra equations
• Abstract Linear and Nonlinear Volterra Equations Preserving Positivity
• One-Parameter Semigroups for Linear Evolution Equations
• Monotonicity of Solutions of Volterra Integral Equations in Banach Space
• Stochastic Equations in Infinite Dimensions

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