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Karczewska, Anna and Zabczyk, Jerzy:
Regularity of solutions to stochastic Volterra equations (Regolarità delle soluzioni di equazioni di Volterra stocastiche)
Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Rendiconti Lincei. Matematica e Applicazioni Serie 9 11 (2000), fasc. n.3, p. 141-154, (English)
pdf (397 Kb), djvu (196 Kb). | MR1841688 | Zbl 1072.60051

Sunto

Viene studiata la regolarità di convoluzioni stocastiche risolvendo un’equazione di Volterra in $\mathbb{R}^{d}$ perturbata da un processo di Wiener spazialmente omogeneo. I risultati generali ottenuti sono applicati a equazioni paraboliche stocastiche con una potenza frazionaria del Laplaciano.
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