Strong solutions to stochastic Volterra equations

DOI10.1016/J.JMAA.2008.09.005zbMATH Open1158.60028arXivmath/0512532OpenAlexW2075669821MaRDI QIDQ953492FDOQ953492

Authors: Anna Karczewska, Carlos Lizama 

Publication date: 6 November 2008

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

Abstract: In this paper stochastic Volterra equations admitting exponentially bounded resolvents are studied. After obtaining convergence of resolvents, some properties for stochastic convolutions are studied. Our main result provide sufficient conditions for strong solutions to stochastic Volterra equations.

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

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zbMATH Keywords

resolventstochastic convolutionstrong solutionstochastic linear Volterra equation

Mathematics Subject Classification ID

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

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Cited In (21)

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• Existence, uniqueness and regularity for a class of semilinear stochastic Volterra equations with multiplicative noise
• Weak solutions to nonlinear Itô-Volterra stochastic equations in hilbert spaces
• Mittag-Leffler's Function and Stochastic Linear Volterra Equations of Convolution Type
• The regularity of fractional stochastic evolution equations in Hilbert space
• 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
• On the existence of weak solutions to stochastic Volterra equations
• Stochastic Volterra equations of nonscalar type in Hilbert space
• Strong order of convergence of a fully discrete approximation of a linear stochastic Volterra type evolution equation
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• Optimal Controls for Fractional Backward Nonlocal Evolution Systems
• On Strong Solutions of Stochastic Itô-Volterra Equations
• Stochastic Volterra equations driven by cylindrical Wiener process
• Numerical solutions to fractional perturbed Volterra equations
• Existence of strong solutions for neuronal network dynamics driven by fractional Brownian motions
• Admissibility of the observation operators for Volterra systems with exponential kernels
• Stochastic evolution equations with Volterra noise
• Global solutions to stochastic Volterra equations driven by Lévy noise
• On difficulties appearing in the study of stochastic Volterra equations
• Title not available (Why is that?)

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