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.File | Dimensione | Formato | |
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