Bibliografie

Journal Article

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

: Annales de L Institut Henri Poincare-Probabilites Et Statistiques vol.56, 3 (2020), p. 1792-1808

: temporal regularity, stochastic convolution, 2-smooth Banach space, Besov-Orlicz space

: 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

(eng): 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).

: BA

: 10103