Lp-valued stochastic convolution integral driven by Volterra noise

Abstract

Space-time regularity of linear stochastic partial differential equations is studied. The solution is defined in the mild sense in the state space [Formula: see text]. The corresponding regularity is obtained by showing that the stochastic convolution integrals are Hölder continuous in a suitable function space. In particular cases, this allows us to show space-time Hölder continuity of the solution. The main tool used is a hypercontractivity result on Banach-space valued random variables in a finite Wiener chaos.