English

Stochastic Volterra equations driven by cylindrical Wiener process

Probability 2007-06-14 v2 Functional Analysis

Abstract

In this paper, stochastic Volterra equations driven by cylindrical Wiener process in Hilbert space are investigated. Sufficient conditions for existence of strong solutions are given. The key role is played by convergence of α\alpha-times resolvent families.

Keywords

Cite

@article{arxiv.math/0610241,
  title  = {Stochastic Volterra equations driven by cylindrical Wiener process},
  author = {Anna Karczewska and Carlos Lizama},
  journal= {arXiv preprint arXiv:math/0610241},
  year   = {2007}
}

Comments

14 pages. Sufficient conditions for existence of strong solutions for stochastic fractional Volterra equations are given. Some proofs precised