Volterra kernel

A (matrix) function $K(s,t)$ of two real variables $s,t$ such that either $K(s,t)\equiv0$ if $a\leq s<t\leq b$ or $K(s,t)\equiv0$ if $a\leq t<s\leq b$. If such a function is the kernel of a linear integral operator, acting on the space $L_2(a,b)$, and is itself square-integrable in the triangle in which it is non-zero, the operator generated by it is known as a Volterra integral operator (cf. Volterra operator).

Comments

See also Volterra equation.