中文

Strong solutions to stochastic Volterra equations

概率论 2008-10-19 v3 泛函分析

摘要

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.

关键词

引用

@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}
}

备注

16 pages. The existence of strong solutions under some general assumptions is proved. Some proofs changed and precised