We consider a linear abstract Volterra integrodifferential equation in a Hilbert space, forced by a Gaussian process. The equation involves a completely monotone convolution kernel with a singularity at t = 0 and a sectorial linear spatial operator. Existence and uniqueness of a weak solution is established. Furthermore we give conditions such that the solution converges to a stationary process. Our method consists in a state space setting so that the corresponding solution process is Markovian, and the tools of linear analytic semigroup theory can be utilized.

Volterra equations perturbed by noise / Bonaccorsi, Stefano; Desch, Wolfgang. - ELETTRONICO. - (2006), pp. 1-35.

Volterra equations perturbed by noise

Bonaccorsi, Stefano;
2006-01-01

Abstract

We consider a linear abstract Volterra integrodifferential equation in a Hilbert space, forced by a Gaussian process. The equation involves a completely monotone convolution kernel with a singularity at t = 0 and a sectorial linear spatial operator. Existence and uniqueness of a weak solution is established. Furthermore we give conditions such that the solution converges to a stationary process. Our method consists in a state space setting so that the corresponding solution process is Markovian, and the tools of linear analytic semigroup theory can be utilized.
2006
Trento
Università degli Studi di Trento - Dipartimento di Matematica
Volterra equations perturbed by noise / Bonaccorsi, Stefano; Desch, Wolfgang. - ELETTRONICO. - (2006), pp. 1-35.
Bonaccorsi, Stefano; Desch, Wolfgang
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11572/358130
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