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Function-valued stochastic convolutions arising in integrodifferential equations

Anna Karczewska
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Abstract

We study stochastic convolutions providing by fundamental solutions of a class of integrodifferential equations which interpolate the heat and the wave equations. We give sufficient condition for the existence of function--valued convolutions in terms of the covariance kernel of a noise given by spatially homogeneous Wiener process.

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Anna Karczewska. 2004-12-26. Function-valued stochastic convolutions arising in integrodifferential equations. https://arxiv.org/abs/math/0412495

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