Regularity of stochastic Volterra equations by functional calculus methods

DOI10.1007/S00028-016-0365-ZzbMATH Open1364.60086arXiv1512.02485OpenAlexW2963798592WikidataQ59529444 ScholiaQ59529444MaRDI QIDQ2397422FDOQ2397422

Mark Veraar, Roland Schnaubelt

Publication date: 22 May 2017

Published in: Journal of Evolution Equations (Search for Journal in Brave)

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 $H^{i}nfty$-calculus and a scalar kernel. The proof relies on the dilation theorem for positive definite operator families on a Hilbert space.

Full work available at URL: https://arxiv.org/abs/1512.02485

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zbMATH Keywords

dilationlocal martingalestochastic Volterra equation\(H^\infty\)-calculuspathwise continuity

Mathematics Subject Classification ID

Stochastic integral equations (60H20)

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Cited In (6)

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• A Sobolev space theory for time-fractional stochastic partial differential equations driven by Lévy processes
• Regularity of solutions to stochastic Volterra equations of convolution type
• Regularity of solutions to stochastic Volterra equations
• Regularity of solutions to stochastic Volterra equations with infinite delay
• Global solutions to stochastic Volterra equations driven by Lévy noise

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