Path regularity for stochastic differential equations in Banach spaces
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.
Keywords
Partielle Differentialgl; Stochastischer Prozess; Banach-Raum; Stark stetige Halbgruppe; Regularität; Stochastisches IntegralISBN
9783866441446Publisher
KIT Scientific PublishingPublisher website
http://www.ksp.kit.edu/Publication date and place
2007Classification
Mathematics & science


