Existence, uniqueness and regularity for a class of semilinear stochastic Volterra equations with multiplicative noise (Q2514025)

The aim of the paper is to study the stochastic evolution equation of Volterra type \[ du+\left(A\int_0^t b(t-s)u(s)\, ds\right)dt = F(u)\, dt + G(u)\,dW,\qquad t\geq 0, \] with initial condition \(u(0)=u_0\), in which \(W\) is a nuclear \(Q\)-Wiener process on a real separable Hilbert space \(U\) and the operator \(A: D(A)\subseteq H\to H\) is assumed to be a linear, unbounded, self-adjoint and positive definite on a Hilbert space \(H\). Here, the Laplace transform of the kernel \(b\) in the above convolution integral satisfies certain regularity and growth conditions. Moreover, \(F\) and \(G\) are assumed to be Lipschitz continuous and to satisfy a linear growth condition on some appropriate fractional order spaces \(\dot{H}^\beta\) associated with the fractional powers of the operator \(A\). The authors prove existence, uniqueness and \(p\)-th mean Hölder regularity of the mild solutions. In the proof of existence and uniqueness, they apply the Banach fixed point theorem on a suitable Banach space for a contraction-type mapping.