Regularity properties of some stochastic Volterra integrals with singular kernel

DOI10.1023/A:1012628013041zbMath0994.60061OpenAlexW1606341567MaRDI QIDQ5959343

Laurent Decreusefond

Publication date: 26 March 2002

Published in: Potential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1012628013041

zbMATH Keywords

fractional Brownian motionBesov spacessample-path continuityVolterra integral

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic integral equations (60H20)

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