Regularity of stochastic Volterra equations by functional calculus methods
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math.APmath.FA
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calculusoperatorstochasticvolterraadditivecontinuitydefinitedeterministic
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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 $H^\infty$-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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