Regularity of stochastic Volterra equations by functional calculus methods
Probability
2016-08-10 v2 Analysis of PDEs
Functional Analysis
Abstract
We establish pathwise continuity properties of solutions to a stochastic Volterra equation with an additive noise term given by a local martingale. The deterministic part is governed by an operator with an -calculus and a scalar kernel. The proof relies on the dilation theorem for positive definite operator families on a Hilbert space.
Keywords
Cite
@article{arxiv.1512.02485,
title = {Regularity of stochastic Volterra equations by functional calculus methods},
author = {Roland Schnaubelt and Mark Veraar},
journal= {arXiv preprint arXiv:1512.02485},
year = {2016}
}
Comments
Minor revision. Accepted for publication in Journal of Evolution Equations