Path regularity for stochastic differential equations in banach spaces
Item
Title
Path regularity for stochastic differential equations in banach spaces
Creator
Dettweiler, Johanna
Date
2007
Publisher
KIT Scientific Publishing
Description
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
Mathematics
Language
English
isbn
9783866441446
