Temporal and spatial regularity of solutions to stochastic Volterra equations of convolution type
Probability
2012-12-07 v1
Abstract
In the paper regularity of solutions to stochastic Volterra equations in a separable Hilbert space is studied. Sufficient conditions for the temporal and spatial regularity of stochastic convolutions corresponding to the equations under consideration are provided. The results obtained generalize some well-known regularity results for solutions to stochastic differential equations. The paper is a continuation of previous author's papers concerning stochastic Volterra equations.
Keywords
Cite
@article{arxiv.1212.1257,
title = {Temporal and spatial regularity of solutions to stochastic Volterra equations of convolution type},
author = {Anna Karczewska},
journal= {arXiv preprint arXiv:1212.1257},
year = {2012}
}