Path regularity for stochastic differential equations in Banach spaces
Overview & Synopsis
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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Document Information
| Document Title | Path regularity for stochastic differential equations in Banach spaces |
|---|---|
| Author / Organization | Dettweiler, Johanna |
| Subject & Discipline | QA1-939 |
| Categories | Open Access Books |
| Publication Year | 2021 |
| License / Rights | Open Access / Creative Commons |
| Resource Verification | Listed PDF (Verification Pending) |
| Original Host Website |
Directory of Open Access Books
(www.doabooks.org)
|
| File Format | application/pdf (Portable Document Format) |
| Language | EN |
| Catalog ID | DOC-146433 |
| Original Source Link | Visit Source Page on www.doabooks.org » |