Number of the records: 1  

On temporal regularity of stochastic convolutions in 2-smooth Banach spaces

  1. 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

     
     
Number of the records: 1  

  This site uses cookies to make them easier to browse. Learn more about how we use cookies.