Abstract semilinear stochastic Itó-Volterra
integrodifferential equations
2006 ◽
Vol 2006
◽
pp. 1-22
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Keyword(s):
We consider a class of abstract semilinear stochastic Volterra integrodifferential equations in a real separable Hilbert space. The global existence and uniqueness of a mild solution, as well as a perturbation result, are established under the so-called Caratheodory growth conditions on the nonlinearities. An approximation result is then established, followed by an analogous result concerning a so-called McKean-Vlasov integrodifferential equation, and then a brief commentary on the extension of the main results to the time-dependent case. The paper ends with a discussion of some concrete examples to illustrate the abstract theory.
2008 ◽
Vol 18
(03)
◽
pp. 443-487
◽
2017 ◽
Vol 18
(3-4)
◽
pp. 197-220
◽
2002 ◽
Vol 7
(9)
◽
pp. 453-473
◽
2007 ◽
Vol 2007
◽
pp. 1-26
◽
2016 ◽
Vol 1
(2)
◽
pp. 493-506
◽
2003 ◽
Vol 16
(2)
◽
pp. 141-161
◽
2017 ◽
Vol 47
(7)
◽
pp. 2365-2394