American Institute of Mathematical Sciences

• Previous Article
Existence of pullback attractors for the non-autonomous suspension bridge equation with time delay
• DCDS-B Home
• This Issue
• Next Article
A criterion for the existence of relaxation oscillations with applications to predator-prey systems and an epidemic model
April  2020, 25(4): 1279-1298. doi: 10.3934/dcdsb.2019220

On regularity of stochastic convolutions of functional linear differential equations with memory

 a. School of Mathematical Sciences, Tianjin Normal University, Tianjin 300387, China b. Department of Mathematical Sciences, School of Physical Sciences, The University of Liverpool, Liverpool, L69 7ZL, UK

The author is grateful to the Tianjin Thousand Talents Plan for its financial support

Received  April 2019 Published  September 2019

In this work, we consider the regularity property of stochastic convolutions for a class of abstract linear stochastic retarded functional differential equations with unbounded operator coefficients. We first establish some useful estimates on fundamental solutions which are time delay versions of those on $C_0$-semigroups. To this end, we develop a scheme of constructing the resolvent operators for the integrodifferential equations of Volterra type since the equation under investigation is of this type in each subinterval describing the segment of its solution. Then we apply these estimates to stochastic convolutions of our equations to obtain the desired regularity property.

Citation: Kai Liu. On regularity of stochastic convolutions of functional linear differential equations with memory. Discrete & Continuous Dynamical Systems - B, 2020, 25 (4) : 1279-1298. doi: 10.3934/dcdsb.2019220
References:

show all references

References:
 [1] Yalçin Sarol, Frederi Viens. Time regularity of the evolution solution to fractional stochastic heat equation. Discrete & Continuous Dynamical Systems - B, 2006, 6 (4) : 895-910. doi: 10.3934/dcdsb.2006.6.895 [2] Jong-Shenq Guo, Ying-Chih Lin. Traveling wave solution for a lattice dynamical system with convolution type nonlinearity. Discrete & Continuous Dynamical Systems - A, 2012, 32 (1) : 101-124. doi: 10.3934/dcds.2012.32.101 [3] Manh Hong Duong, Hoang Minh Tran. On the fundamental solution and a variational formulation for a degenerate diffusion of Kolmogorov type. Discrete & Continuous Dynamical Systems - A, 2018, 38 (7) : 3407-3438. doi: 10.3934/dcds.2018146 [4] Út V. Lê. Regularity of the solution of a nonlinear wave equation. Communications on Pure & Applied Analysis, 2010, 9 (4) : 1099-1115. doi: 10.3934/cpaa.2010.9.1099 [5] Reinhard Farwig, Ronald B. Guenther, Enrique A. Thomann, Šárka Nečasová. The fundamental solution of linearized nonstationary Navier-Stokes equations of motion around a rotating and translating body. Discrete & Continuous Dynamical Systems - A, 2014, 34 (2) : 511-529. doi: 10.3934/dcds.2014.34.511 [6] István Győri, László Horváth. On the fundamental solution and its application in a large class of differential systems determined by Volterra type operators with delay. Discrete & Continuous Dynamical Systems - A, 2020, 40 (3) : 1665-1702. doi: 10.3934/dcds.2020089 [7] Guillaume Warnault. Regularity of the extremal solution for a biharmonic problem with general nonlinearity. Communications on Pure & Applied Analysis, 2009, 8 (5) : 1709-1723. doi: 10.3934/cpaa.2009.8.1709 [8] Hua Qiu. Regularity criteria of smooth solution to the incompressible viscoelastic flow. Communications on Pure & Applied Analysis, 2013, 12 (6) : 2873-2888. doi: 10.3934/cpaa.2013.12.2873 [9] Liang Zhao. New developments in using stochastic recipe for multi-compartment model: Inter-compartment traveling route, residence time, and exponential convolution expansion. Mathematical Biosciences & Engineering, 2009, 6 (3) : 663-682. doi: 10.3934/mbe.2009.6.663 [10] Zdzisław Brzeźniak, Paul André Razafimandimby. Irreducibility and strong Feller property for stochastic evolution equations in Banach spaces. Discrete & Continuous Dynamical Systems - B, 2016, 21 (4) : 1051-1077. doi: 10.3934/dcdsb.2016.21.1051 [11] Peng Gao. Unique continuation property for stochastic nonclassical diffusion equations and stochastic linearized Benjamin-Bona-Mahony equations. Discrete & Continuous Dynamical Systems - B, 2019, 24 (6) : 2493-2510. doi: 10.3934/dcdsb.2018262 [12] Miroslava Růžičková, Irada Dzhalladova, Jitka Laitochová, Josef Diblík. Solution to a stochastic pursuit model using moment equations. Discrete & Continuous Dynamical Systems - B, 2018, 23 (1) : 473-485. doi: 10.3934/dcdsb.2018032 [13] Jacinto Marabel Romo. A closed-form solution for outperformance options with stochastic correlation and stochastic volatility. Journal of Industrial & Management Optimization, 2015, 11 (4) : 1185-1209. doi: 10.3934/jimo.2015.11.1185 [14] Priyanjana M. N. Dharmawardane. Decay property of regularity-loss type for quasi-linear hyperbolic systems of viscoelasticity. Conference Publications, 2013, 2013 (special) : 197-206. doi: 10.3934/proc.2013.2013.197 [15] Piernicola Bettiol, Hélène Frankowska. Lipschitz regularity of solution map of control systems with multiple state constraints. Discrete & Continuous Dynamical Systems - A, 2012, 32 (1) : 1-26. doi: 10.3934/dcds.2012.32.1 [16] H. M. Yin. Optimal regularity of solution to a degenerate elliptic system arising in electromagnetic fields. Communications on Pure & Applied Analysis, 2002, 1 (1) : 127-134. doi: 10.3934/cpaa.2002.1.127 [17] Baishun Lai, Qing Luo. Regularity of the extremal solution for a fourth-order elliptic problem with singular nonlinearity. Discrete & Continuous Dynamical Systems - A, 2011, 30 (1) : 227-241. doi: 10.3934/dcds.2011.30.227 [18] Nan Chen, Cheng Wang, Steven Wise. Global-in-time Gevrey regularity solution for a class of bistable gradient flows. Discrete & Continuous Dynamical Systems - B, 2016, 21 (6) : 1689-1711. doi: 10.3934/dcdsb.2016018 [19] Fritz Colonius, Marco Spadini. Fundamental semigroups for dynamical systems. Discrete & Continuous Dynamical Systems - A, 2006, 14 (3) : 447-463. doi: 10.3934/dcds.2006.14.447 [20] Christopher Goodrich, Carlos Lizama. Positivity, monotonicity, and convexity for convolution operators. Discrete & Continuous Dynamical Systems - A, 2020, 40 (8) : 4961-4983. doi: 10.3934/dcds.2020207

2018 Impact Factor: 1.008