Time regularity for stochastic Volterra equations by the dilation theorem
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Publication:2257737
DOI10.1016/j.jmaa.2013.07.055zbMath1322.60128MaRDI QIDQ2257737
Publication date: 2 March 2015
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2013.07.055
time regularity; Lévy noise; stochastic Volterra equations; càdlàg trajectories; dilation theorem; semimartingale noise
60G51: Processes with independent increments; Lévy processes
60G48: Generalizations of martingales
60H20: Stochastic integral equations
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