We study regularity of stochastic convolutions solving Volterra equations on driven by a spatially homogeneous Wiener process. General results are applied to stochastic parabolic equations with fractional powers of Laplacian.
Viene studiata la regolarità di convoluzioni stocastiche risolvendo un’equazione di Volterra in perturbata da un processo di Wiener spazialmente omogeneo. I risultati generali ottenuti sono applicati a equazioni paraboliche stocastiche con una potenza frazionaria del Laplaciano.
@article{RLIN_2000_9_11_3_141_0,
author = {Anna Karczewska and Jerzy Zabczyk},
title = {Regularity of solutions to stochastic Volterra equations},
journal = {Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Rendiconti Lincei. Matematica e Applicazioni},
volume = {11},
year = {2000},
pages = {141-154},
zbl = {1072.60051},
mrnumber = {1841688},
language = {en},
url = {http://dml.mathdoc.fr/item/RLIN_2000_9_11_3_141_0}
}
Karczewska, Anna; Zabczyk, Jerzy. Regularity of solutions to stochastic Volterra equations. Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Rendiconti Lincei. Matematica e Applicazioni, Tome 11 (2000) pp. 141-154. http://gdmltest.u-ga.fr/item/RLIN_2000_9_11_3_141_0/
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