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arxiv: math/0412495 · v1 · submitted 2004-12-26 · 🧮 math.PR · math-ph· math.MP

Function-valued stochastic convolutions arising in integrodifferential equations

classification 🧮 math.PR math-phmath.MP
keywords convolutionsequationsintegrodifferentialstochasticarisingclassconditioncovariance
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We study stochastic convolutions providing by fundamental solutions of a class of integrodifferential equations which interpolate the heat and the wave equations. We give sufficient condition for the existence of function--valued convolutions in terms of the covariance kernel of a noise given by spatially homogeneous Wiener process.

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