Some regularity results on stochastic convolutions in point delay differential equations perturbed by noise

Kai Liu

Statistics & Probability Letters, 2020, vol. 156, issue C

Abstract: In this work, we obtain some regularity results on stochastic convolutions for a class of abstract linear stochastic retarded functional differential equations with unbounded coefficient operators driven by white noise. We first establish some estimates on fundamental solutions which play an important role in the subsequent theory. Then we apply these estimates to some stochastic convolutions arising in stochastic delay differential equations to obtain the desired regularity property.

Keywords: Regularity property; Fundamental solution; Stochastic convolution (search for similar items in EconPapers)
Date: 2020
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DOI: 10.1016/j.spl.2019.108624

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