Path regularity for stochastic differential equations in banach spaces

Item

Title (Dublin Core)

Path regularity for stochastic differential equations in banach spaces

Creator (Dublin Core)

Dettweiler, Johanna

Date (Dublin Core)

2007

Publisher (Dublin Core)

KIT Scientific Publishing

Description (Dublin Core)

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.

Subject (Dublin Core)

Mathematics

Language (Dublin Core)

English

isbn (Bibliographic Ontology)

9783866441446

doi (Bibliographic Ontology)

Rights (Dublin Core)

uri (Bibliographic Ontology)

Item sets

Path regularity for stochastic differential equations in banach spaces