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: | Electronic Book Chapter |
| Language: | English |
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KIT Scientific Publishing
2007
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| Subjects: | |
| Online Access: | DOAB: download the publication DOAB: description of the publication |
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| 001 | doab_20_500_12854_55782 | ||
| 005 | 20210211 | ||
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| 008 | 20210211s2007 xx |||||o ||| 0|eng d | ||
| 020 | |a KSP/1000006936 | ||
| 020 | |a 9783866441446 | ||
| 040 | |a oapen |c oapen | ||
| 024 | 7 | |a 10.5445/KSP/1000006936 |c doi | |
| 041 | 0 | |a eng | |
| 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.) | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 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 DOAB: download the publication |
| 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 |