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Johanna Dettweiler

Path regularity for stochastic differential equations in Banach spaces

AutorDettweiler, Johanna

VerlagUniversitätsverlag Karlsruhe, Karlsruhe

ISBN9783866441446

Veröffentlicht
am:
17.07.2007

Erscheinungs-
jahr
2007

VerfügbarkeitAktiv

Downloads:

Für Zitate bitte die folgende URL verwenden:
http://dx.doi.org/10.5445/KSP/1000006936

Abstract

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.