On stochastic fractional Volterra equations in Hilbert space
Probability
2011-11-09 v1 Functional Analysis
Abstract
In this paper stochastic Volterra equations admitting exponentially bounded resolvents are studied. After obtaining convergence of resolvents, some properties of stochastic convolutions are given. The paper provides a sufficient condition for a stochastic convolution to be a strong solution to a stochastic Volterra equation.
Cite
@article{arxiv.math/0610244,
title = {On stochastic fractional Volterra equations in Hilbert space},
author = {Anna Karczewska and Carlos Lizama},
journal= {arXiv preprint arXiv:math/0610244},
year = {2011}
}
Comments
Extended version of the talk given at AIMS' Sixth International Conference on Dynamical Systems, Differential Equations and Applications, Poitiers, June 25 - 28, 2006. 11 pages