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 |
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KIT Scientific Publishing
2007
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| Online Access: | Get Fullteks DOAB: description of the publication |
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| LEADER | 01502naaaa2200301uu 4500 | ||
|---|---|---|---|
| 001 | doab_20_500_12854_55782 | ||
| 005 | 20210211 | ||
| 020 | |a KSP/1000006936 | ||
| 020 | |a 9783866441446 | ||
| 024 | 7 | |a 10.5445/KSP/1000006936 |c doi | |
| 041 | 0 | |a English | |
| 042 | |a dc | ||
| 100 | 1 | |a Dettweiler, Johanna |4 auth | |
| 245 | 1 | 0 | |a Path regularity for stochastic differential equations in Banach spaces |
| 260 | |b KIT Scientific Publishing |c 2007 | ||
| 300 | |a 1 electronic resource (90 p. p.) | ||
| 506 | 0 | |a Open Access |2 star |f Unrestricted online access | |
| 520 | |a 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. | ||
| 540 | |a Creative Commons |f https://creativecommons.org/licenses/by-nc-nd/4.0/ |2 cc |4 https://creativecommons.org/licenses/by-nc-nd/4.0/ | ||
| 546 | |a English | ||
| 653 | |a Partielle Differentialgl | ||
| 653 | |a Stochastischer Prozess | ||
| 653 | |a Banach-Raum | ||
| 653 | |a Stark stetige Halbgruppe | ||
| 653 | |a Regularität | ||
| 653 | |a Stochastisches Integral | ||
| 856 | 4 | 0 | |a www.oapen.org |u https://www.ksp.kit.edu/9783866441446 |7 0 |z Get Fullteks |
| 856 | 4 | 0 | |a www.oapen.org |u https://directory.doabooks.org/handle/20.500.12854/55782 |7 0 |z DOAB: description of the publication |