Počet záznamů: 1
On temporal regularity of stochastic convolutions in 2-smooth Banach spaces
- 1.0525315 - ÚTIA 2021 RIV FR eng J - Článek v odborném periodiku
Ondreját, Martin - Veraar, M.
On temporal regularity of stochastic convolutions in 2-smooth Banach spaces.
Annales de L Institut Henri Poincare-Probabilites Et Statistiques. Roč. 56, č. 3 (2020), s. 1792-1808. ISSN 0246-0203
Grant CEP: GA ČR(CZ) GA19-07140S
Institucionální podpora: RVO:67985556
Klíčová slova: temporal regularity * stochastic convolution * 2-smooth Banach space * Besov-Orlicz space
Obor OECD: Statistics and probability
Impakt faktor: 1.851, rok: 2020
Způsob publikování: Open access
http://library.utia.cas.cz/separaty/2020/SI/ondrejat-0525315.pdf https://projecteuclid.org/journals/annales-de-linstitut-henri-poincare-probabilites-et-statistiques/volume-56/issue-3/On-temporal-regularity-of-stochastic-convolutions-in-2-smooth-Banach/10.1214/19-AIHP1017.short
We show that paths of solutions to parabolic stochastic differential equations have the same regularity in time as the Wiener process (as of the current state of art).
Trvalý link: http://hdl.handle.net/11104/0309773
Počet záznamů: 1