Some results on stochastic convolutions arising in Volterra equations perturbed by noise

Philippe Clément; Giuseppe Da Prato

Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Rendiconti Lincei. Matematica e Applicazioni (1996)

  • Volume: 7, Issue: 3, page 147-153
  • ISSN: 1120-6330

Abstract

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Regularity of stochastic convolutions corresponding to a Volterra equation, perturbed by a white noise, is studied. Under suitable assumptions, hölderianity of the corresponding trajectories is proved.

How to cite

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Clément, Philippe, and Da Prato, Giuseppe. "Some results on stochastic convolutions arising in Volterra equations perturbed by noise." Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Rendiconti Lincei. Matematica e Applicazioni 7.3 (1996): 147-153. <http://eudml.org/doc/244149>.

@article{Clément1996,
abstract = {Regularity of stochastic convolutions corresponding to a Volterra equation, perturbed by a white noise, is studied. Under suitable assumptions, hölderianity of the corresponding trajectories is proved.},
author = {Clément, Philippe, Da Prato, Giuseppe},
journal = {Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Rendiconti Lincei. Matematica e Applicazioni},
keywords = {Stochastic convolution; Volterra equations; Completely positive kernels; stochastic convolution; random Volterra equations; Hölder continuity of trajectories},
language = {eng},
month = {12},
number = {3},
pages = {147-153},
publisher = {Accademia Nazionale dei Lincei},
title = {Some results on stochastic convolutions arising in Volterra equations perturbed by noise},
url = {http://eudml.org/doc/244149},
volume = {7},
year = {1996},
}

TY - JOUR
AU - Clément, Philippe
AU - Da Prato, Giuseppe
TI - Some results on stochastic convolutions arising in Volterra equations perturbed by noise
JO - Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Rendiconti Lincei. Matematica e Applicazioni
DA - 1996/12//
PB - Accademia Nazionale dei Lincei
VL - 7
IS - 3
SP - 147
EP - 153
AB - Regularity of stochastic convolutions corresponding to a Volterra equation, perturbed by a white noise, is studied. Under suitable assumptions, hölderianity of the corresponding trajectories is proved.
LA - eng
KW - Stochastic convolution; Volterra equations; Completely positive kernels; stochastic convolution; random Volterra equations; Hölder continuity of trajectories
UR - http://eudml.org/doc/244149
ER -

References

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  1. CLÉMENT, PH. - NOHEL, J. A., Abstract linear and nonlinear Volterra equations preserving positivity. SIAM J. Math. An., 12, 1979, 365-388. Zbl0411.45012MR523852DOI10.1137/0510035
  2. DA PRATO, G. - ZABCZYK, J., Stochastic equations in infinite dimension. Encyclopedia of Mathematics and its Applications, Cambridge University Press, 1992. Zbl1140.60034MR1207136DOI10.1017/CBO9780511666223
  3. PRÜSS, J., Evolutionary Integral Equations and Applications. Birkhäuser, 1993. Zbl0784.45006MR1238939DOI10.1007/978-3-0348-8570-6

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