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A Series Approach to Perturbed Stochastic Volterra Equations of Convolution Type

DOI: 10.4236/apm.2015.511060, PP. 660-671

Keywords: Stochastic Linear Volterra Equation, Perturbed Equation, Strong Solution, Resolvent, Mild Solution, Stochastic Convolution, Series Approach

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Abstract:

In the paper, perturbed stochastic Volterra Equations with noise terms driven by series of independent scalar Wiener processes are considered. In the study, the resolvent approach to the equations under consideration is used. Sufficient conditions for the existence of strong solution to the class of perturbed stochastic Volterra Equations of convolution type are given. Regularity of stochastic convolution is supplied, as well.

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