A Series Approach to Perturbed Stochastic Volterra Equations of Convolution Type

DOI: 10.4236/apm.2015.511060   PDF   HTML   XML   1,954 Downloads   2,278 Views  

Abstract

In the paper, perturbed stochastic Volterra Equations with noise terms driven by series of independent scalar Wiener processes are considered. In the study, the resolvent approach to the equations under consideration is used. Sufficient conditions for the existence of strong solution to the class of perturbed stochastic Volterra Equations of convolution type are given. Regularity of stochastic convolution is supplied, as well.

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Karczewska, A. and Bandrowski, B. (2015) A Series Approach to Perturbed Stochastic Volterra Equations of Convolution Type. Advances in Pure Mathematics, 5, 660-671. doi: 10.4236/apm.2015.511060.

Conflicts of Interest

The authors declare no conflicts of interest.

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