Abstract
We investigate stochastic Volterra equations and their limiting laws. The stochastic Volterra equations we consider are driven by a Hilbert space valued Lévy noise and integration kernels may have non-linear dependence on the current state of the process. Our method is based on an embedding into a Hilbert space of functions which allows to represent the solution of the Volterra equation as the boundary value of a solution to a stochastic partial differential equation. We first gather abstract results and give more detailed conditions in more specific function spaces.
Originalsprache | Englisch |
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Seiten (von - bis) | 1054-1076 |
Fachzeitschrift | Stochastics |
Jahrgang | 94 |
Ausgabenummer | 7 |
DOIs | |
Publikationsstatus | Veröffentlicht - 2022 |