Function-valued stochastic convolutions arising in integrodifferential equations
classification
🧮 math.PR
math-phmath.MP
keywords
convolutionsequationsintegrodifferentialstochasticarisingclassconditioncovariance
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We study stochastic convolutions providing by fundamental solutions of a class of integrodifferential equations which interpolate the heat and the wave equations. We give sufficient condition for the existence of function--valued convolutions in terms of the covariance kernel of a noise given by spatially homogeneous Wiener process.
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