Regularity of solutions to stochastic Volterra equations

Anna Karczewska; Jerzy Zabczyk

Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Rendiconti Lincei. Matematica e Applicazioni (2000)

  • Volume: 11, Issue: 3, page 141-154
  • ISSN: 1120-6330

Abstract

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We study regularity of stochastic convolutions solving Volterra equations on R d driven by a spatially homogeneous Wiener process. General results are applied to stochastic parabolic equations with fractional powers of Laplacian.

How to cite

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Karczewska, Anna, and Zabczyk, Jerzy. "Regularity of solutions to stochastic Volterra equations." Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Rendiconti Lincei. Matematica e Applicazioni 11.3 (2000): 141-154. <http://eudml.org/doc/252424>.

@article{Karczewska2000,
abstract = {We study regularity of stochastic convolutions solving Volterra equations on $\mathbb\{R\}^\{d\}$ driven by a spatially homogeneous Wiener process. General results are applied to stochastic parabolic equations with fractional powers of Laplacian.},
author = {Karczewska, Anna, Zabczyk, Jerzy},
journal = {Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Rendiconti Lincei. Matematica e Applicazioni},
keywords = {Stochastic Volterra equations; Stochastic convolution; Function-valued solutions; Generalized and classical random fields},
language = {eng},
month = {9},
number = {3},
pages = {141-154},
publisher = {Accademia Nazionale dei Lincei},
title = {Regularity of solutions to stochastic Volterra equations},
url = {http://eudml.org/doc/252424},
volume = {11},
year = {2000},
}

TY - JOUR
AU - Karczewska, Anna
AU - Zabczyk, Jerzy
TI - Regularity of solutions to stochastic Volterra equations
JO - Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Rendiconti Lincei. Matematica e Applicazioni
DA - 2000/9//
PB - Accademia Nazionale dei Lincei
VL - 11
IS - 3
SP - 141
EP - 154
AB - We study regularity of stochastic convolutions solving Volterra equations on $\mathbb{R}^{d}$ driven by a spatially homogeneous Wiener process. General results are applied to stochastic parabolic equations with fractional powers of Laplacian.
LA - eng
KW - Stochastic Volterra equations; Stochastic convolution; Function-valued solutions; Generalized and classical random fields
UR - http://eudml.org/doc/252424
ER -

References

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