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...
Saved in:
: | |
---|---|
Year of Publication: | 2007 |
Language: | English |
Physical Description: | 1 electronic resource (90 p. p.) |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
-
On generalized differential equations in Banach spaces / Tadeusz Poreda
by: Poreda, Tadeusz
Published: (1991) -
On stochastic differential equations / / by Kiyosi Ito.
by: Ito, Kiyosi,
Published: (1967.) -
Introduction to stochastic differential equations / Thomas C. Gard
by: Gard, Thomas C.
Published: (1988) -
Stochastic partial differential equations / / Pao-Liu Chow.
by: Chow, P. L.
Published: (2015.) -
Holder-Sobolev regularity of the solution to the stochastic wave equation in dimension three / / Robert C. Dalang, Marta Sanz-Sole.
by: Dalang, Robert C.,
Published: (2009.)