mild solution of a stochastic linear equation to be regular both "in time" and "in space" or to
be the strong solution. … paper we study regularity of trajectories of the following linear
equation: … The main object of the paper is however to study regularity, both "in time" and "in
space", of the mild solution (3). In Section 2 we give sufficient conditions on M which imply
continuity of (3). In particular we show that if M is a Wiener process, then X has always …