Regularity of solutions to stochastic Volterra equations
This paper is devoted to study the stochastic Volterra equation \[ X(t,\theta)=\int_0^t v(t- \tau) AX(\tau,\theta) d \tau + X_0(\theta) + W(t,\theta), \] where \(t\in \mathbf R_+\), \(\theta\in \mathbf R^d\), \(v\in L_{\text{loc}}^1{I\!R}_+\), \(X_0\in S^{\prime}(\mathbf R^d)\) and \(W\) is a spatially homogeneous Wiener process with values in the space of real, tempered distributions \(S^{\prime}(\mathbf R^d)\). The class of operators \(A\) covers the Laplace operator \(\Delta\) and its fractional powers. So, this equation can be considered as generalization of stochastic heat and wave equations. The authors find conditions under which solutions to this stochastic Volterra equation are function-valued or continuous with respect to the space variable.
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