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- W2921558250 abstract "We investigate stochastic Volterra equations and their limiting laws. The stochastic Volterra equations we consider are driven by a Hilbert space valued Levy 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." @default.
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- W2921558250 date "2022-01-06" @default.
- W2921558250 modified "2023-09-26" @default.
- W2921558250 title "Stochastic Volterra integral equations and a class of first-order stochastic partial differential equations" @default.
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- W2921558250 doi "https://doi.org/10.1080/17442508.2021.2019738" @default.
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