Temporal and spatial regularity of solutions to stochastic Volterra equations of convolution type

2012/12/06 by Karczewska, Anna
#45D05 #60H05 #60H20 #FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.1212.1257

Abstract

In the paper regularity of solutions to stochastic Volterra equations in a separable Hilbert space is studied. Sufficient conditions for the temporal and spatial regularity of stochastic convolutions corresponding to the equations under consideration are provided. The results obtained generalize some well-known regularity results for solutions to stochastic differential equations. The paper is a continuation of previous author's papers concerning stochastic Volterra equations.

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