Strong solutions to stochastic Volterra equations
Probability
2008-10-19 v3 Functional Analysis
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.
Keywords
Cite
@article{arxiv.math/0512532,
title = {Strong solutions to stochastic Volterra equations},
author = {Anna Karczewska and Carlos Lizama},
journal= {arXiv preprint arXiv:math/0512532},
year = {2008}
}
Comments
16 pages. The existence of strong solutions under some general assumptions is proved. Some proofs changed and precised