An analytic approach to stochastic Volterra equations with completely monotone kernels

DOI10.1007/s00028-009-0010-1zbMath1239.45001OpenAlexW1964435003MaRDI QIDQ423352

Stefano Bonaccorsi, Elisa Mastrogiacomo

Publication date: 2 June 2012

Published in: Journal of Evolution Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00028-009-0010-1

zbMATH Keywords

optimal controlVolterra integral equationsmultiplicative noisesingular kernelstochastic perturbation

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic functional-differential equations (34K50) Volterra integral equations (45D05) Stochastic integral equations (60H20)

Related Items (6)

Volterra equations in Banach spaces with completely monotone kernels ⋮ Optimal control for stochastic Volterra equations with multiplicative Lévy noise ⋮ Infinite horizon stochastic optimal control for Volterra equations with completely monotone kernels ⋮ Feedback optimal control for stochastic Volterra equations with completely monotone kernels ⋮ Some approximation results for mild solutions of stochastic fractional order evolution equations driven by Gaussian noise ⋮ Global solutions to stochastic Volterra equations driven by Lévy noise

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