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Schnaubelt, Roland (author), Veraar, M.C. (author)
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.
journal article 2016
Homan, K.W. (author)
doctoral thesis 2003