Path regularity for stochastic differential equations in Banach spaces
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...
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Format: | Book Chapter |
Published: |
KIT Scientific Publishing
2007
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Online Access: | Get Fullteks DOAB: description of the publication |
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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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Physical Description: | 1 electronic resource (90 p. p.) |
ISBN: | KSP/1000006936 9783866441446 |
Access: | Open Access |