Time regularity of stochastic convolutions and stochastic evolution equations in duals of nuclear spaces
Probability
2023-12-07 v1
Abstract
Let a locally convex space and be a quasi-complete, bornological, nuclear space (like spaces of smooth functions and distributions) with dual spaces and . In this work we introduce sufficient conditions for time regularity properties of the -valued stochastic convolution , , where is a -semigroup on , is a suitable operator form into and is a cylindrical-martingale valued measure on . Our result is latter applied to study time regularity of solutions to -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}
}