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
Let H be a separable real Hilbert space and let E be a separable real Banach space. In this paper we...
Stochastic partial differential equations on $ℝ^d$ are considered. The noise is supposed to be a spa...
We prove a new Burkholder–Rosenthal type inequality for discrete-time processes taking values in a 2...
summary:Space-time regularity of stochastic convolution integrals J = {\int^\cdot_0 S(\cdot-r)Z(r)W(...
Abstract. We study space-time Hölder regularity of the solutions of the lin-ear stochastic Cauchy p...
We unify and extend the semigroup and the PDE approaches to stochastic maximal regularity of time-d...
Abstract. In this article we prove a maximal Lp-regularity result for stochas-tic convolutions, whic...
We show that paths of solutions to parabolic stochastic differential equations have the same regular...
In stochastic partial differential equations it is important to have pathwise regularity properties ...
We present remarkably simple proofs of Burkholder–Davis–Gundy inequalities for stochastic integrals ...
In this work we analzyse the Stochastic Cauchy Problem driven by a cylindrical Wiener process. Given...
This paper presents a survey of maximal inequalities for stochastic convolutions in 2-smooth Banach ...
Let $\Phi$ a locally convex space and $\Psi$ be a quasi-complete, bornological, nuclear space (like ...
In this paper we study space-time regularity of solutions of the following linear stochastic evoluti...
This paper deals with the spatial and temporal regularity of the unique Hilbert space valued mild so...
Let H be a separable real Hilbert space and let E be a separable real Banach space. In this paper we...
Stochastic partial differential equations on $ℝ^d$ are considered. The noise is supposed to be a spa...
We prove a new Burkholder–Rosenthal type inequality for discrete-time processes taking values in a 2...
summary:Space-time regularity of stochastic convolution integrals J = {\int^\cdot_0 S(\cdot-r)Z(r)W(...
Abstract. We study space-time Hölder regularity of the solutions of the lin-ear stochastic Cauchy p...
We unify and extend the semigroup and the PDE approaches to stochastic maximal regularity of time-d...
Abstract. In this article we prove a maximal Lp-regularity result for stochas-tic convolutions, whic...
We show that paths of solutions to parabolic stochastic differential equations have the same regular...
In stochastic partial differential equations it is important to have pathwise regularity properties ...
We present remarkably simple proofs of Burkholder–Davis–Gundy inequalities for stochastic integrals ...
In this work we analzyse the Stochastic Cauchy Problem driven by a cylindrical Wiener process. Given...
This paper presents a survey of maximal inequalities for stochastic convolutions in 2-smooth Banach ...
Let $\Phi$ a locally convex space and $\Psi$ be a quasi-complete, bornological, nuclear space (like ...
In this paper we study space-time regularity of solutions of the following linear stochastic evoluti...
This paper deals with the spatial and temporal regularity of the unique Hilbert space valued mild so...
Let H be a separable real Hilbert space and let E be a separable real Banach space. In this paper we...
Stochastic partial differential equations on $ℝ^d$ are considered. The noise is supposed to be a spa...
We prove a new Burkholder–Rosenthal type inequality for discrete-time processes taking values in a 2...