Volterra operator

From Wikipedia, the free encyclopedia

In mathematics, in the area of functional analysis and operator theory, the Volterra operator represents the operation of indefinite integration, viewed as a bounded linear operator on the space L2(0,1) of complex-valued square integrable functions on the interval (0,1). It is the operator corresponding to the Volterra integral equations.

[edit] Definition

The Volterra operator V may be defined at a function x(s) ∈ L2(0, 1) and a value t ∈ (0, 1) by

V(x)(t) = \int_0^t{x(s)\, ds}.

[edit] Properties

V^*(x)(t) = \int_t^1{x(s)\, ds}.