Regularity Properties of Some Stochastic Volterra Integrals with Singular Kernel |
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| Authors: | Decreusefond L. |
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| Affiliation: | (1) École Nationale Supérieure des Télécommunications, Networks Departement, 46 Rue Barrault, 75634 Paris, France |
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| Abstract: | We prove the Hölder continuity of some stochastic Volterra integrals, with singular kernels, under integrability assumptions on the integrand. Some applications to processes arising in the analysis of the fractional Brownian motion are given. The main tool is the embedding of some Besov spaces into some sets of Hölder continuous functions. |
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| Keywords: | Besov spaces fractional Brownian motion sample-path continuity stochastic Volterra integral |
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