Stochastic Volterra equations driven by cylindrical Wiener process

被引:9
|
作者
Karczewska, Anna
Lizama, Carlos
机构
[1] Univ Zielona Gora, Dept Math, PL-65246 Zielona Gora, Poland
[2] Univ Santiago Chile, Dept Matemat, Fac Ciencias, Santiago, Chile
关键词
stochastic Volterra equation; alpha-times resolvent family; strong solution; stochastic convolution; convergence of resolvent families;
D O I
10.1007/s00028-007-0302-2
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this paper, stochastic Volterra equations driven by cylindrical Wiener process in Hilbert space are investigated. Sufficient conditions for existence of strong solutions are given. The key role is played by convergence of alpha-times resolvent families.
引用
收藏
页码:373 / 386
页数:14
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