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Dokumenttyp:
Zeitschriftenaufsatz 
Autor(en):
Chong, C. 
Titel:
Lévy-driven Volterra equations in space and time 
Abstract:
We investigate nonlinear stochastic Volterra equations in space and time that are driven by Lévy bases. Under a Lipschitz condition on the nonlinear term, we give existence and uniqueness criteria in weighted function spaces that depend on integrability properties of the kernel and the characteristics of the Lévy basis. Particular attention is devoted to equations with stationary solutions, or more generally, to equations with infinite memory, that is, where the time domain of integration starts...    »
 
Stichworte:
ambit processes; asymptotic stability; infinite delay; Lévy basis; Lévy white noise; moving average; space-time processes; stationary solution; stochastic heat equation; stochastic partial differential equation; stochastic Volterra equation 
Zeitschriftentitel:
Journal of Theoretical Probability 
Jahr:
2016 
Reviewed:
ja 
Sprache:
en 
Status:
Verlagsversion / published 
TUM Einrichtung:
Lehrstuhl für Mathematische Statistik