Solution space characterisation of perturbed linear discrete and continuous stochastic Volterra convolution equations: the ᵖ and Lᵖ cases

In this article we are concerned with characterising when solutions of perturbed linear stochastic Volterra summation equations are p-summable along with when their continuous time counterparts, perturbed linear stochastic Volterra integrodifferential equations are p-integrable. In the discrete case we find it necessary and sufficient that perturbing functions are p-summable in order to ensure paths of the discrete equation are p-summable almost surely, while in the continuous case it transpires one can have almost surely p-integrable sample paths even with non-integrable perturbation functions. For the continuous equation the main converse is clinched by considering an appropriate discretisation and applying results from the discrete case.