Path regularity for stochastic differential equations in Banach spaces

• Tác giả: Johanna Dettweiler
• Ngôn ngữ: eng
• ISBN-13: 978-3866441446
• ISBN: KSP/1000006936
• Ký hiệu phân loại: 519.22 Stochastic analysis
• Thông tin xuất bản: Karlsruhe : KIT Scientific Publishing, 2007
• Mô tả vật lý: 1 electronic resource (90 p. p.)
• Bộ sưu tập: Tài liệu truy cập mở
• ID: 203493

Tóm tắt

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.