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

2019/01/04 by Martin Ondreját, Mark Veraar, Ondrejat, Martin +1
Computer Science · Economics, Econometrics and Finance · Mathematics · #Advanced Mathematical Modeling in Engineering #FOS: Mathematics #Functional Analysis (math.FA) #Probability (math.PR) #Stochastic processes and financial applications #advanced mathematical theories

paper · pdf · doi:10.48550/arxiv.1901.01018

openalex publication_date 2019/01/04 · openalex created_date 2022/07/30 · openalex updated_date 2026/07/28

Abstract

We show that paths of solutions to parabolic stochastic differential\nequations have the same regularity in time as the Wiener process (as of the\ncurrent state of art). The temporal regularity is considered in the\nBesov-Orlicz space B^1/2_\Φ2,\∞(0,T;X) where\n\Φ₂(x)=\exp(x²)-1 and X is a 2-smooth Banach space.\n

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