English

Time regularity of stochastic convolutions and stochastic evolution equations in duals of nuclear spaces

Probability 2023-12-07 v1

Abstract

Let Φ\Phi a locally convex space and Ψ\Psi be a quasi-complete, bornological, nuclear space (like spaces of smooth functions and distributions) with dual spaces Φ\Phi' and Ψ\Psi'. In this work we introduce sufficient conditions for time regularity properties of the Ψ\Psi'-valued stochastic convolution 0tUS(tr)R(r,u)M(dr,du)\int_{0}^{t} \int_{U} S(t-r)'R(r,u) M(dr,du), t[0,T]t \in [0,T], where (S(t):t0)(S(t): t \geq 0) is a C0C_{0}-semigroup on Ψ\Psi, R(r,ω,u)R(r,\omega,u) is a suitable operator form Φ\Phi' into Ψ\Psi' and MM is a cylindrical-martingale valued measure on Φ\Phi'. Our result is latter applied to study time regularity of solutions to Ψ\Psi'-valued stochastic evolutions equations.

Keywords

Cite

@article{arxiv.2203.03788,
  title  = {Time regularity of stochastic convolutions and stochastic evolution equations in duals of nuclear spaces},
  author = {C. A. Fonseca-Mora},
  journal= {arXiv preprint arXiv:2203.03788},
  year   = {2023}
}