Existence, uniqueness and regularity for a class of semilinear stochastic Volterra equations with multiplicative noise

Abstract

We consider a class of semilinear Volterra type stochastic evolution equation driven by multiplicative Gaussian noise. The memory kernel, not necessarily analytic, is such that the deterministic linear equation exhibits a parabolic character. Under appropriate Lipschitz-type and linear growth assumptions on the nonlinear terms we show that the unique mild solution is mean-$p$ H\"older continuous with values in an appropriate Sobolev space depending on the kernel and the data. In particular, we obtain pathwise space-time (Sobolev-H\"older) regularity of the solution together with a maximal type bound on the spatial Sobolev norm. As one of the main technical tools we establish a smoothing property of the derivative of the deterministic evolution operator family.