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

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.

preprint2012arXivOpen access
Anna Karczewska
math.PR
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Anna Karczewska

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