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: | Online |
| Sprache: | Englisch |
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KIT Scientific Publishing
2021
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| Online-Zugang: | 34261 |
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| _version_ | 1869526905512787968 |
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| author | Dettweiler, Johanna |
| author_browse | Dettweiler, Johanna |
| author_facet | Dettweiler, Johanna |
| author_sort | Dettweiler, Johanna |
| collection | Directory of Open Access Books |
| 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. |
| format | Online |
| id | doab-20.500.12854ir-55782 |
| institution | Directory of Open Access Books |
| language | eng |
| publishDate | 2021 |
| publishDateRange | 2021 |
| publishDateSort | 2021 |
| publisher | KIT Scientific Publishing |
| publisherStr | KIT Scientific Publishing |
| record_format | ojs |
| spelling | doab-20.500.12854ir-557822023-12-20T18:40:36Z Path regularity for stochastic differential equations in Banach spaces Dettweiler, Johanna QA1-939 Partielle Differentialgl Stochastischer Prozess Banach-Raum Stark stetige Halbgruppe Regularität Stochastisches Integral bic Book Industry Communication::P Mathematics & science 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. 2021-02-11T22:20:21Z 2021-02-11T22:20:21Z 2019-07-30 19:59:17 2007 book 34261 9783866441446 https://directory.doabooks.org/handle/20.500.12854/55782 eng image/jpeg Attribution-NonCommercial-NoDerivatives 4.0 International https://www.ksp.kit.edu/9783866441446 KIT Scientific Publishing 10.5445/KSP/1000006936 10.5445/KSP/1000006936 68fffc18-8f7b-44fa-ac7e-0b7d7d979bd2 9783866441446 90 p. open access |
| spellingShingle | QA1-939 Partielle Differentialgl Stochastischer Prozess Banach-Raum Stark stetige Halbgruppe Regularität Stochastisches Integral bic Book Industry Communication::P Mathematics & science Dettweiler, Johanna Path regularity for stochastic differential equations in Banach spaces |
| title | Path regularity for stochastic differential equations in Banach spaces |
| title_full | Path regularity for stochastic differential equations in Banach spaces |
| title_fullStr | Path regularity for stochastic differential equations in Banach spaces |
| title_full_unstemmed | Path regularity for stochastic differential equations in Banach spaces |
| title_short | Path regularity for stochastic differential equations in Banach spaces |
| title_sort | path regularity for stochastic differential equations in banach spaces |
| topic | QA1-939 Partielle Differentialgl Stochastischer Prozess Banach-Raum Stark stetige Halbgruppe Regularität Stochastisches Integral bic Book Industry Communication::P Mathematics & science |
| topic_facet | QA1-939 Partielle Differentialgl Stochastischer Prozess Banach-Raum Stark stetige Halbgruppe Regularität Stochastisches Integral bic Book Industry Communication::P Mathematics & science |
| url | 34261 |
| work_keys_str_mv | AT dettweilerjohanna pathregularityforstochasticdifferentialequationsinbanachspaces |