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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| Formato: | Libro electrónico |
| Idioma: | Inglés |
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KIT Scientific Publishing
2007
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| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009424854506719 |
| Sumario: | 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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| Descripción Física: | 1 electronic resource (90 p. p.) |
