Loading...

Global solution to non-self-adjoint stochastic Volterra equation

Kiyanpour, M ; Sharif University of Technology | 2022

13 Viewed
  1. Type of Document: Article
  2. DOI: 10.1142/S0219493723500041
  3. Publisher: World Scientific , 2022
  4. Abstract:
  5. In this paper, we establish the existence and uniqueness of the mild solution for stochastic Volterra equation with a non-self-adjoint operator. The specific Volterra equation that we consider is a generalization of the fractional differential equation. To obtain the mild solution for the case of multiplicative problem, the resolvent property of the linear perturbation of a sectorial operator will be considered. © 2023 World Scientific Publishing Company
  6. Keywords:
  7. Non-self-adjoint operator ; Perturbation ; Stochastic Volterra equation
  8. Source: Stochastics and Dynamics ; 2022 ; 02194937 (ISSN)
  9. URL: https://www.worldscientific.com/doi/abs/10.1142/S0219493723500041