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arXiv:math/0512532 [math.PR]AbstractReferencesReviewsResources

Strong solutions to stochastic Volterra equations

Anna Karczewska, Carlos Lizama

Published 2005-12-22, updated 2007-01-10Version 3

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.

Comments: 16 pages. The existence of strong solutions under some general assumptions is proved. Some proofs changed and precised
Journal: J. Math. Anal. Appl. Vol. 349, 2(2009) pp. 301-310.
Categories: math.PR, math.FA
Subjects: 60H20, 60H05, 45D05
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