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arxiv: 1212.1254 · v1 · pith:N6PA6LT3new · submitted 2012-12-06 · 🧮 math.PR

A series approach to stochastic Volterra equations of convolution time

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keywords equationsstochasticconvolutionvolterraapproachseriesclasscondition
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In the paper stochastic Volterra equations with noise terms driven by series of independent scalar Wiener processes are considered. In our study we use the resolvent approach to the equations under consideration. We give sufficient condition for the existence of strong solution to the class of stochastic Volterra equations of convolution type. We provide regularity of stochastic convolution, as well.

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