Properties of convolutions arising in stochastic Volterra equations
| dc.creator | Karczewska, Anna | |
| dc.date | 2004-10-24 | |
| dc.date | 2006-11-18 | |
| dc.date.accessioned | 2026-07-07T06:38:56Z | |
| dc.date.available | 2026-07-07T06:38:56Z | |
| dc.description | The aim of this note is to provide some results for stochastic convolutions corresponding to stochastic Volterra equations in separable Hilbert space. We study convolution of the form $W^Ψ(t):=\int_0^t S(t-τ)Ψ(τ)dW(τ)$, $t\geq 0$, where $S(t), t\geq 0$, is so-called {\em resolvent} for Volterra equation considered,$Ψ$ is an appropriate process and $W$ is a cylindrical Wiener process. | |
| dc.description | Shortened, 15 pages, some proofs precised | |
| dc.identifier | https://arxiv.org/abs/math/0410510 | |
| dc.identifier | http://arxiv.org/abs/math/0410510 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/100916 | |
| dc.subject | Probability | |
| dc.subject | 60H20; 60H05; 45D05;46B70 | |
| dc.title | Properties of convolutions arising in stochastic Volterra equations | |
| dc.type | text |