pith. sign in

arxiv: 1512.02485 · v2 · pith:4YH3O6WYnew · submitted 2015-12-08 · 🧮 math.PR · math.AP· math.FA

Regularity of stochastic Volterra equations by functional calculus methods

classification 🧮 math.PR math.APmath.FA
keywords calculusoperatorstochasticvolterraadditivecontinuitydefinitedeterministic
0
0 comments X
read the original 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 $H^\infty$-calculus and a scalar kernel. The proof relies on the dilation theorem for positive definite operator families on a Hilbert space.

This paper has not been read by Pith yet.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.