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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| Year of Publication: | 2007 |
| Language: | English |
| Physical Description: | 1 electronic resource (90 p. p.) |
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(CKB)4920000000101115 (oapen)https://directory.doabooks.org/handle/20.500.12854/55782 (EXLCZ)994920000000101115 |
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Dettweiler, Johanna auth Path regularity for stochastic differential equations in Banach spaces KIT Scientific Publishing 2007 1 electronic resource (90 p. p.) text txt rdacontent computer c rdamedia online resource cr rdacarrier 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. English Partielle Differentialgl Stochastischer Prozess Banach-Raum Stark stetige Halbgruppe Regularität Stochastisches Integral 3-86644-144-4 |
| language |
English |
| format |
eBook |
| author |
Dettweiler, Johanna |
| spellingShingle |
Dettweiler, Johanna Path regularity for stochastic differential equations in Banach spaces |
| author_facet |
Dettweiler, Johanna |
| author_variant |
j d jd |
| author_sort |
Dettweiler, Johanna |
| 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_auth |
Path regularity for stochastic differential equations in Banach spaces |
| title_new |
Path regularity for stochastic differential equations in Banach spaces |
| title_sort |
path regularity for stochastic differential equations in banach spaces |
| publisher |
KIT Scientific Publishing |
| publishDate |
2007 |
| physical |
1 electronic resource (90 p. p.) |
| isbn |
1000006936 3-86644-144-4 |
| illustrated |
Not Illustrated |
| work_keys_str_mv |
AT dettweilerjohanna pathregularityforstochasticdifferentialequationsinbanachspaces |
| status_str |
n |
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(CKB)4920000000101115 (oapen)https://directory.doabooks.org/handle/20.500.12854/55782 (EXLCZ)994920000000101115 |
| carrierType_str_mv |
cr |
| is_hierarchy_title |
Path regularity for stochastic differential equations in Banach spaces |
| _version_ |
1796648836259643392 |
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