Strong solutions to stochastic Volterra equations

Details Strong solutions to stochastic Volterra equations Strong solutions to stochastic Volterra equations

2005-12-22

arxiv.org/abs/math/0512532v3

J. Math. Anal. Appl. Vol. 349, 2(2009) pp. 301-310.

Mathematics

Probability

16 pages. The existence of strong solutions under some general assumptions is proved. Some proofs changed and precised

Scientific paper

10.1016/j.jmaa.2008.09.005

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.

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