English

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

Probability 2019-07-16 v2 Functional Analysis

Abstract

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). The temporal regularity is considered in the Besov-Orlicz space BΦ2,1/2(0,T;X)B^{1/2}_{\Phi_2,\infty}(0,T;X) where Φ2(x)=exp(x2)1\Phi_2(x)=\exp(x^2)-1 and XX is a 22-smooth Banach space.

Keywords

Cite

@article{arxiv.1901.01018,
  title  = {On temporal regularity of stochastic convolutions in $2$-smooth Banach spaces},
  author = {Martin Ondrejat and Mark Veraar},
  journal= {arXiv preprint arXiv:1901.01018},
  year   = {2019}
}

Comments

Accepted for publication in Annales de l'Institut Henri Poincare (B) Probabilites et Statistiques