Regularity of stochastic Volterra equations by functional calculus methods
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Publication:2397422
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.
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Cited in
(10)- Support characterization for regular path-dependent stochastic Volterra integral equations
- Global solutions to stochastic Volterra equations driven by Lévy noise
- Regularity of solutions to stochastic Volterra equations
- Regularity of local times associated with Volterra-Lévy processes and path-wise regularization of stochastic differential equations
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