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 where and is a -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