Stochastic Volterra equations in weighted spaces

Stochastic Volterra Differential Equations in Weighted Spaces

In the following paper, we provide a stochastic analogue to work of Shea and Wainger by showing that when the measure and state-independent diffusion coefficient of a linear Itô–Volterra equation are in appropriate Lp– weighted spaces, the solution lies in a weighted Lp–space in both an almost sure and moment sense.

Stochastic Volterra Equations in Banach Spaces and Stochastic Partial Differential Equations*

In this paper, we first study the existence-uniqueness and large deviation estimate of solutions for stochastic Volterra integral equations with singular kernels in 2-smooth Banach spaces. Then, we apply them to a large class of semilinear stochastic partial differential equations (SPDE) driven by Brownian motions as well as by fractional Brownian motions, and obtain the existence of unique max...

Stochastic Volterra equations under perturbations

We study stochastic perturbed Volterra equations of convolution type in an infinite dimensional case. Our interest is directed towards the existence and regularity of stochastic convolutions connected to the equations considered under some kind of perturbations. We use an operator theoretical method for the representation of solutions.

Stochastic Volterra integral equations with a parameter

Strong solutions to stochastic Volterra equations ?

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 results provide sufficient conditions for strong solutions to stochastic Volterra equations.