Add to ORKGAbstract. Using the theory of stochastic integration for processes with values in a UMD Banach space developed recently by the authors, an Ito ̂ formula is proved which is applied to prove the existence of strong solutions for a class of stochastic evolution equations in UMD Banach spaces. The abstract results are applied to prove regularity in space and time of the solutions of the Zakai equation. 1
Abstract. We discuss existence, uniqueness, and space-time Hölder regular-ity for solutions of the ...
Extending results of Pardoux–Peng and Hu–Peng, we prove well-posedness results for backward stochast...
Abstract. A detailed theory of stochastic integration in UMD Banach spaces has been developed recent...
Abstract. Using the theory of stochastic integration for processes with values in a UMD Banach space...
Using the theory of stochastic integration for processes with values in a UMD Banach space developed...
Using the theory of stochastic integration for processes with values in a UMD Banach space developed...
Stochastic partial differential equations (SPDEs) of evolution type are usually modelled as ordinary...
Stochastic partial differential equations (SPDEs) of evolution type are usually modelled as ordinary...
AbstractWe discuss existence, uniqueness, and space–time Hölder regularity for solutions of the para...
In this thesis we study stochastic evolution equations in Banach spaces. We restrict ourselves to th...
Delft Institute of Applied MathematicsElectrical Engineering, Mathematics and Computer Scienc
Abstract. We discuss existence, uniqueness, and space-time Hölder regular-ity for solutions of the ...
In this thesis we study martingales and stochastic integration of processes withvalues in UMD Banach...
In this work we analzyse the Stochastic Cauchy Problem driven by a cylindrical Wiener process. Given...
In this work we analzyse the Stochastic Cauchy Problem driven by a cylindrical Wiener process. Given...
Abstract. We discuss existence, uniqueness, and space-time Hölder regular-ity for solutions of the ...
Extending results of Pardoux–Peng and Hu–Peng, we prove well-posedness results for backward stochast...
Abstract. A detailed theory of stochastic integration in UMD Banach spaces has been developed recent...
Abstract. Using the theory of stochastic integration for processes with values in a UMD Banach space...
Using the theory of stochastic integration for processes with values in a UMD Banach space developed...
Using the theory of stochastic integration for processes with values in a UMD Banach space developed...
Stochastic partial differential equations (SPDEs) of evolution type are usually modelled as ordinary...
Stochastic partial differential equations (SPDEs) of evolution type are usually modelled as ordinary...
AbstractWe discuss existence, uniqueness, and space–time Hölder regularity for solutions of the para...
In this thesis we study stochastic evolution equations in Banach spaces. We restrict ourselves to th...
Delft Institute of Applied MathematicsElectrical Engineering, Mathematics and Computer Scienc
Abstract. We discuss existence, uniqueness, and space-time Hölder regular-ity for solutions of the ...
In this thesis we study martingales and stochastic integration of processes withvalues in UMD Banach...
In this work we analzyse the Stochastic Cauchy Problem driven by a cylindrical Wiener process. Given...
In this work we analzyse the Stochastic Cauchy Problem driven by a cylindrical Wiener process. Given...
Abstract. We discuss existence, uniqueness, and space-time Hölder regular-ity for solutions of the ...
Extending results of Pardoux–Peng and Hu–Peng, we prove well-posedness results for backward stochast...
Abstract. A detailed theory of stochastic integration in UMD Banach spaces has been developed recent...