most citedFunction-valued stochastic convolutions arising in integrodifferential equations

3 citations · 9 across the 6 of their papers we have counts for

collaborators

6 papers

math.PR2005

Stochastic Volterra equations of nonscalar type in Hilbert space

Anna Karczewska

In the paper stochastic Volterra equations of nonscalar type in Hilbert space are studied. The aim of the paper is to provide some results on stochastic convolution and mild soluti…

math.PR2005

Regularity of solutions to stochastic Volterra equations with infinite delay

Anna Karczewska, Carlos Lizama

In this article we give necessary and sufficient conditions providing regularity of solutions to stochastic Volterra equations with infinite delay on a -dimensional torus. The h…

math.PR20043 cited

Function-valued stochastic convolutions arising in integrodifferential equations

Anna Karczewska

We study stochastic convolutions providing by fundamental solutions of a class of integrodifferential equations which interpolate the heat and the wave equations. We give sufficien…

math.PR20043 cited

Maximal type inequalities for linear stochastic Volterra equations

Anna Karczewska

The note is devoted to estimates for convolutions appearing in some class of stochastic Volterra equations. Two maximal inequalities and exponential tail estimate are proved by the…

math.PR20042 cited

Stochastic Volterra convolution with Lévy process

Anna Karczewska

In the paper we study stochastic convolution appearing in Volterra equation driven by so called Lévy process. By Lévy process we mean a process with homogeneous independent increme…

math.PR20041 cited

Properties of convolutions arising in stochastic Volterra equations

Anna Karczewska

The aim of this note is to provide some results for stochastic convolutions corresponding to stochastic Volterra equations in separable Hilbert space. We study convolution of the f…