Electronic Communications in Probability

Stochastic Volterra equations under perturbations

Anna Karczewska and Carlos Lizama

Full-text: Open access

Abstract

We study stochastic perturbed Volterra equations of convolution type in an infinite dimensional case. Our interest is directed towards the existence and regularity of stochastic convolutions connected to the equations considered under some kind of perturbations. We use an operator theoretical method for the representation of solutions.

Article information

Source
Electron. Commun. Probab., Volume 19 (2014), paper no. 29, 14 pp.

Dates
Accepted: 14 May 2014
First available in Project Euclid: 7 June 2016

Permanent link to this document
https://projecteuclid.org/euclid.ecp/1465316731

Digital Object Identifier
doi:10.1214/ECP.v19-3365

Mathematical Reviews number (MathSciNet)
MR3208327

Zentralblatt MATH identifier
1314.60134

Subjects
Primary: 60H20: Stochastic integral equations
Secondary: 60H05: Stochastic integrals 45D05: Volterra integral equations [See also 34A12]

Keywords
Stochastic linear Volterra equation resolvent family additive perturbation stochastic convolution

Rights
This work is licensed under a Creative Commons Attribution 3.0 License.

Citation

Karczewska, Anna; Lizama, Carlos. Stochastic Volterra equations under perturbations. Electron. Commun. Probab. 19 (2014), paper no. 29, 14 pp. doi:10.1214/ECP.v19-3365. https://projecteuclid.org/euclid.ecp/1465316731


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