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We establish pathwise continuity properties of solutions to a stochasticVolterra equation with an additive noise term given by a local martingale. Thedeterministic part is governed by an operator with an $H^\infty$-calculus and ascalar kernel. The proof relies on the dilation theorem for positive definiteoperator families on a Hilbert space.

Regularity of stochastic Volterra equations by functional calculus methods