An analytic approach to stochastic Volterra equations with completely monotone kernels

Author:

Bonaccorsi Stefano,Mastrogiacomo Elisa

Publisher

Springer Science and Business Media LLC

Subject

Mathematics (miscellaneous)

Reference18 articles.

1. Berger M.A., Mizel V.J. (1980) Volterra equations with Ito integrals I. J. Integral Equations 2: 187–245

2. P.L. Butzer and H. Berens, Semi-groups of operators and approximation (Springer Verlag, New York, 1967). Die Grundlehren der mathematischen Wissenschaften, Band 145.

3. S. Bonaccorsi and W. Desch, Volterra equations perturbed by noise. Technical Report UTM 698, June 2006, Matematica, University of Trento. Available at http://eprints.biblio.unitn.it/archive/00001021/

4. Clément Ph., Desch W., Homan K. (2002) An analytic semigroup setting for a class of Volterra equations, J. Integral Equations and Appl. 14: 239–281

5. G. Da Prato, J. Zabczyk, Stochastic Equations in Infinite Dimensions (Cambridge University Press, 1992). Encyclopedia of Mathematics and Its Applications 44.

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