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Path Regularity for Stochastic Differential Equations in Banach Spaces

Autor
Johanna Dettweiler

Path Regularity for Stochastic Differential Equations in Banach Spaces

Beschreibung

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.

Verlag
KIT Scientific Publishing
ISBN/EAN
978-3-86644-144-6
Preis
27,50 EUR
Status
lieferbar