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On temporal regularity of stochastic convolutions in 2-smooth Banach spaces
- 1.0525315 - ÚTIA 2021 RIV FR eng J - Journal Article
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
R&D Projects: GA ČR(CZ) GA19-07140S
Institutional support: RVO:67985556
Keywords : temporal regularity * stochastic convolution * 2-smooth Banach space * Besov-Orlicz space
OECD category: Statistics and probability
Impact factor: 1.851, year: 2020
Method of publishing: 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).
Permanent Link: http://hdl.handle.net/11104/0309773
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