A note on regularity property of stochastic convolutions for a class of functional differential equations

Liu, Kai (2022) A note on regularity property of stochastic convolutions for a class of functional differential equations. STOCHASTIC ANALYSIS AND APPLICATIONS, 41 (4). pp. 631-646.

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Official URL: http://dx.doi.org/10.1080/07362994.2022.2068580

Abstract

This is a continuation of [5] which is concerned about the regularity property of stochastic convolutions for abstract linear stochastic retarded differential equations with unbounded operators on delay terms. In this work, we improve and generalize the main results in [5] by considering those delay operators which may have the same order as the infinitesimal generator of the system under consideration. To this end, we need restrict the weight function of distributed delay term to be Hölder continuous type in this system.

Item Type:	Article
Uncontrolled Keywords:	fundamental solution, Regularity property, stochastic convolution
Depositing User:	Symplectic Admin
Date Deposited:	07 Jul 2022 11:20
Last Modified:	27 Jun 2023 23:07
DOI:	10.1080/07362994.2022.2068580
Open Access URL:	https://doi.org/10.1080/07362994.2022.2068580
Related URLs:	Author Publisher
URI:	https://livrepository.liverpool.ac.uk/id/eprint/3157940