Regularity of stochastic Volterra equations by functional calculus methods
نویسندگان
چکیده
منابع مشابه
Regularity of Stochastic Volterra Equations by Functional Calculus Methods
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∞-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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ژورنال
عنوان ژورنال: Journal of Evolution Equations
سال: 2016
ISSN: 1424-3199,1424-3202
DOI: 10.1007/s00028-016-0365-z