| Title:
|
Maximal inequalities and space-time regularity of stochastic convolutions (English) |
| Author:
|
Peszat, Szymon |
| Author:
|
Seidler, Jan |
| Language:
|
English |
| Journal:
|
Mathematica Bohemica |
| ISSN:
|
0862-7959 (print) |
| ISSN:
|
2464-7136 (online) |
| Volume:
|
123 |
| Issue:
|
1 |
| Year:
|
1998 |
| Pages:
|
7-32 |
| Summary lang:
|
English |
| . |
| Category:
|
math |
| . |
| Summary:
|
Space-time regularity of stochastic convolution integrals
J = {\int^\cdot_0 S(\cdot-r)Z(r)W(r)}
driven by a cylindrical Wiener process $W$ in an $L^2$-space on a bounded domain is investigated. The semigroup $S$ is supposed to be given by the Green function of a $2m$-th order parabolic boundary value problem, and $Z$ is a multiplication operator. Under fairly general assumptions, $J$ is proved to be Holder continuous in time and space. The method yields maximal inequalities for stochastic convolutions in the space of continuous functions as well. (English) |
| Keyword:
|
stochastic convolutions |
| Keyword:
|
maximal inequalities |
| Keyword:
|
regularity of stochastic partial differential equations |
| MSC:
|
60H15 |
| idZBL:
|
Zbl 0903.60047 |
| idMR:
|
MR1618707 |
| DOI:
|
10.21136/MB.1998.126299 |
| . |
| Date available:
|
2009-09-24T21:28:51Z |
| Last updated:
|
2020-07-29 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/126299 |
| . |
| Reference:
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