dc.date.accessioned | 2022-07-01T08:29:41Z | |
dc.date.available | 2023-01-06T23:46:10Z | |
dc.date.created | 2022-05-10T08:54:08Z | |
dc.date.issued | 2022 | |
dc.identifier.citation | Benth, Fred Espen Detering, Nils Krühner, Paul . Stochastic Volterra integral equations and a class of first-order stochastic partial differential equations. Stochastics: An International Journal of Probability and Stochastic Processes. 2022 | |
dc.identifier.uri | http://hdl.handle.net/10852/94564 | |
dc.description.abstract | We investigate stochastic Volterra equations and their limiting laws. The stochastic Volterra equations we consider are driven by a Hilbert space valued Lévy noise and integration kernels may have non-linear dependence on the current state of the process. Our method is based on an embedding into a Hilbert space of functions which allows to represent the solution of the Volterra equation as the boundary value of a solution to a stochastic partial differential equation. We first gather abstract results and give more detailed conditions in more specific function spaces. | |
dc.language | EN | |
dc.title | Stochastic Volterra integral equations and a class of first-order stochastic partial differential equations | |
dc.title.alternative | ENEngelskEnglishStochastic Volterra integral equations and a class of first-order stochastic partial differential equations | |
dc.type | Journal article | |
dc.creator.author | Benth, Fred Espen | |
dc.creator.author | Detering, Nils | |
dc.creator.author | Krühner, Paul | |
cristin.unitcode | 185,15,13,0 | |
cristin.unitname | Matematisk institutt | |
cristin.ispublished | true | |
cristin.fulltext | postprint | |
cristin.qualitycode | 1 | |
dc.identifier.cristin | 2022913 | |
dc.identifier.bibliographiccitation | info:ofi/fmt:kev:mtx:ctx&ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.jtitle=Stochastics: An International Journal of Probability and Stochastic Processes&rft.volume=&rft.spage=&rft.date=2022 | |
dc.identifier.jtitle | Stochastics: An International Journal of Probability and Stochastic Processes | |
dc.identifier.startpage | 1 | |
dc.identifier.endpage | 23 | |
dc.identifier.pagecount | 0 | |
dc.identifier.doi | https://doi.org/10.1080/17442508.2021.2019738 | |
dc.identifier.urn | URN:NBN:no-97109 | |
dc.type.document | Tidsskriftartikkel | |
dc.type.peerreviewed | Peer reviewed | |
dc.source.issn | 1744-2508 | |
dc.identifier.fulltext | Fulltext https://www.duo.uio.no/bitstream/handle/10852/94564/1/VolterraSPDE_Stochastics.pdf | |
dc.type.version | AcceptedVersion | |