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In the paper regularity of solutions to stochastic Volterra equations in a separable Hilbert space is studied. Sufficient conditions for the temporal and spatial regularity of stochastic convolutions corresponding to the equations under…
In this work, some regularity properties of mild solutions for a class of stochastic linear functional differential equations driven by infinite dimensional Wiener processes are considered. In terms of retarded fundamental solutions, we…
In this paper we consider a linear stochastic Volterra equation which has a stationary solution. We show that when the kernel of the fundamental solution is regularly varying at infinity with a log-convex tail integral, then the…
In this article, we study the ergodicity of neutral retarded stochastic functional differential equations driven by $\alpha$-regular Volterra process. Based on the equivalence between neutral retarded stochastic functional differential…
The aim of this work is to present, in self-contained form, results concerning fundamental and the most important questions related to linear stochastic Volterra equations of convolution type. The paper is devoted to study the existence and…
Space-time regularity of linear stochastic partial differential equations is studied. The solution is defined in the mild sense in the state space $L^p$. The corresponding regularity is obtained by showing that the stochastic convolution…
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…
This paper continues the study of [11, 13] for stationary solutions of stochastic linear retarded functional differential equations with the emphasis on delays which appear in those terms including spatial partial derivatives. As a…
In this article we give necessary and sufficient conditions providing regularity of solutions to stochastic Volterra equations with infinite delay on a $d$-dimensional torus. The harmonic analysis techniques and stochastic integration in…
This paper is interested in semilinear stochastic equations having unbounded nonlinear perturbations in the deterministic part and/or in the random part. Moreover, the linear part of these equations is governed by a not necessarily analytic…
In the paper stochastic Volterra equations with noise terms driven by series of independent scalar Wiener processes are considered. In our study we use the resolvent approach to the equations under consideration. We give sufficient…
The regularity and characterization of solutions to degenerate, quasilinear SPDE is studied. Our results are two-fold: First, we prove regularity results for solutions to certain degenerate, quasilinear SPDE driven by Lipschitz continuous…
We discuss the issue of maximal regularity for evolutionary equations with non-autonomous coefficients. Here evolutionary equations are abstract partial-differential algebraic equations considered in Hilbert spaces. The catch is to consider…
In this article we establish regularity properties for solutions of infinite dimensional Kolmogorov equations. We prove that if the nonlinear drift coefficients, the nonlinear diffusion coefficients, and the initial conditions of the…
We consider the regularity of sample paths of Volterra processes. These processes are defined as stochastic integrals $$ M(t)=\int_{0}^{t}F(t,r)dX(r), \ \ t \in \mathds{R}_{+}, $$ where $X$ is a semimartingale and $F$ is a deterministic…
We study invariance and monotonicity properties of Kunita-type stochastic differential equations in $\RR^d$ with delay. Our first result provides sufficient conditions for the invariance of closed subsets of $\RR^d$. Then we present a…
In this work, we shall consider the existence and uniqueness of stationary solutions to stochastic partial functional differential equations with additive noise in which a neutral type of delay is explicitly presented. We are especially…
We construct the basis of a stochastic calculus for so-called Volterra processes, i.e., processes which are defined as the stochastic integral of a time-dependent kernel with respect to a standard Brownian motion. For these processes which…
We investigate stochastic Volterra equations and their limiting laws. The stochastic Volterra equations we consider are driven by a Hilbert space valued \Levy noise and integration kernels may have non-linear dependence on the current state…
This paper investigates the existence, uniqueness, and regularity of solutions to evolution equations with time-measurable pseudo-differential operators in weighted mixed-norm Sobolev-Lipschitz spaces. We also explore trace embedding and…