Regularity Properties of Some Stochasticvolterra Integrals with Degenerate Kernell

@inproceedings{Decreusefond2002RegularityPO,
  title={Regularity Properties of Some Stochasticvolterra Integrals with Degenerate Kernell},
  author={Laurent Decreusefond},
  year={2002}
}
We derive sampleepaths continuity results for some sto-chastic Volterra integrals with degenerate kernel under integrability assumptions on the integrand. Some applications to processes arising in the analysis of the fractional Brownian motion are given. Embeddings of Besov spaces into sets of HHlder continuous functions are the key elements. RRSUMM. Nous montrons la continuitt trajectorielle d'inttgrales sto-chastiques de type Volterra avec noyaux irrrguliers. Nous appliquons ce rrsultat des… CONTINUE READING

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