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: | eBook |
| Language: | English |
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KIT Scientific Publishing
2007
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| Collection: | Directory of Open Access Books - Collection details see MPG.ReNa |
| 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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| Item Description: | Creative Commons (cc), https://creativecommons.org/licenses/by-nc-nd/4.0/ |
| Physical Description: | 1 electronic resource (90 p. p.) |
| ISBN: | 9783866441446 1000006936 |