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arXiv · 1007.1855

Fractional White Noise Perturbations of Parabolic Volterra Equations

Stefan Sperlich·Mathias Wilke
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Abstract

Aim of this work is to extend the results of Clément, Da Prato & Prüss on the fractional white noise perturbation with Hurst parameter 0<H<1. We will obtain similar results and it will turn out that the regularity of the solution u(t) of the stochastic Volterra equation increases with Hurst parameter H.

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Stefan Sperlich, Mathias Wilke. 2010-07-12. Fractional White Noise Perturbations of Parabolic Volterra Equations. https://arxiv.org/abs/1007.1855

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