On the existence and uniqueness of solution of the Cauchy problem for a class of linear integro-differential equations
In this paper we use the Schauder fixed point theorem and methods of integral inequalities in order to prove a result on the existence, uniqueness and parametric dependence on the coefficients of the solution processes in McShane stochastic integral equations.
Let V be the classical Volterra operator on L²(0,1), and let z be a complex number. We prove that I-zV is power bounded if and only if Re z ≥ 0 and Im z = 0, while I-zV² is power bounded if and only if z = 0. The first result yields as n → ∞, an improvement of [Py]. We also study some other related operator pencils.