Time regularity for stochastic Volterra equations by the dilation theorem

DOI10.1016/j.jmaa.2013.07.055zbMath1322.60128OpenAlexW2046067841MaRDI QIDQ2257737

Szymon Peszat, Zabczyk, Jerzy

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

zbMATH Keywords

time regularityLévy noisestochastic Volterra equationscàdlàg trajectoriesdilation theoremsemimartingale noise

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Generalizations of martingales (60G48) Stochastic integral equations (60H20)

Related Items (4)

Fractional stochastic Volterra equation perturbed by fractional Brownian motion ⋮ Time regularity of generalized Ornstein-Uhlenbeck processes with Lévy noises in Hilbert spaces ⋮ Regularity of stochastic Volterra equations by functional calculus methods ⋮ Global solutions to stochastic Volterra equations driven by Lévy noise

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