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Path regularity for stochastic differential equations in Banach spaces

By:

Dettweiler, Johanna [auth]

Material type: Article

ArticleLanguage: English Publication details: KIT Scientific Publishing 2007Description: 1 electronic resource (90 p. p.)ISBN:

KSP/1000006936
9783866441446

Subject(s):

Online resources:

Summary: In this work we analzyse the Stochastic Cauchy Problem driven by a cylindrical Wiener process. Given the existence of solutions we show regularity of the paths of the solution. In dependence on properties of the operators in the equation or on geometrical properties of the underlying Banachspace we derive space time regularity results for the paths of the solution.

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In this work we analzyse the Stochastic Cauchy Problem driven by a cylindrical Wiener process. Given the existence of solutions we show regularity of the paths of the solution. In dependence on properties of the operators in the equation or on geometrical properties of the underlying Banachspace we derive space time regularity results for the paths of the solution.

Creative Commons https://creativecommons.org/licenses/by-nc-nd/4.0/ cc https://creativecommons.org/licenses/by-nc-nd/4.0/

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