Mittag-Leffler's Function and Stochastic Linear Volterra Equations of Convolution Type

DOI10.1081/SAP-120017532zbMath1035.60067MaRDI QIDQ4795540

Stefano Bonaccorsi, Luciano Tubaro

Publication date: 24 February 2003

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

Mittag-Leffler functionstochastic convolutionfractional integration kernelcompletely monotone kernelstochastic linear Volterra equation

Mathematics Subject Classification ID

Fractional derivatives and integrals (26A33) Volterra integral equations (45D05) Abstract integral equations, integral equations in abstract spaces (45N05) Stochastic integral equations (60H20) Random integral equations (45R05)

Related Items (9)

Fractional stochastic Volterra equation perturbed by fractional Brownian motion ⋮ Volterra equations in Banach spaces with completely monotone kernels ⋮ Some approximation results for mild solutions of stochastic fractional order evolution equations driven by Gaussian noise ⋮ A class of fractional Ornstein-Uhlenbeck processes mixed with a Gamma distribution ⋮ On a jump-type stochastic fractional partial differential equation with fractional noises ⋮ Fractional kinetic equations driven by Gaussian or infinitely divisible noise ⋮ Sharp Gaussian regularity on the circle, and applications to the fractional stochastic heat equation ⋮ On the solutions of nonlinear stochastic fractional partial differential equations in one spatial dimension ⋮ Equivalence of Volterra processes.

Cites Work

• Unnamed Item
• L'intégrale de Riemann-Liouville et le problème de Cauchy
• Evolutionary Integral Equations and Applications
• Mathematical Modeling of the GnRH Pulse and Surge Generator
• The completely monotonic character of the Mittag-Leffler function 𝐸ₐ(-𝑥)

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