Using a Besov topology on spaces of modelled distributions in the framework of Hairer’s regularity structures, we prove the reconstruction theorem on these Besov spaces with negative regularity. The Besov spaces of modelled distributions are shown to be UMD Banach spaces and of martingale type 2. As a consequence, this gives access to a rich stochastic integration theory and to existence and uniqueness results for mild solutions of semilinear stochastic partial differential equations in these spaces of modelled distributions and for distribution-valued SDEs. Furthermore, we provide a Fubini type theorem allowing to interchange the order of stochastic integration and reconstruction.ISSN:2194-0401ISSN:2194-041
Abstract. A detailed theory of stochastic integration in UMD Banach spaces has been developed recent...
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Considering Poisson random measures as the driving sources for stochastic (partial) differential equ...
Abstract. Using the theory of stochastic integration for processes with values in a UMD Banach space...
By using a simple method based on the fractional integration by parts, we prove the existence and th...
SIGLEAvailable from TIB Hannover: RO5073(507) / FIZ - Fachinformationszzentrum Karlsruhe / TIB - Tec...
This thesis is concerned with a theory of stochastic integration in Banach spaces and applications i...
In this paper we prove existence of the regular conditional distribution of strong solutions to a la...
We consider SDEs with drift in negative Besov spaces and random initial condition and investigate th...
Abstract. Using the theory of stochastic integration for processes with values in a UMD Banach space...
Abstract. A detailed theory of stochastic integration in UMD Banach spaces has been developed recent...
Abstract. A detailed theory of stochastic integration in UMD Banach spaces has been developed recent...
This work consists of four chapters on some aspects of stochastic semilinear evolution equations (SP...
. We derive samplepaths continuity results for some stochastic Volterra integrals with degenerate ke...
40 pagesInternational audienceThe theory of regularity structures sets up an abstract framework of m...
Stochastic partial differential equations (SPDEs) of evolution type are usually modelled as ordinary...
AbstractFractional Sobolev spaces, also known as Besov or Slobodetski spaces, arise in many areas of...
Considering Poisson random measures as the driving sources for stochastic (partial) differential equ...
Abstract. Using the theory of stochastic integration for processes with values in a UMD Banach space...
By using a simple method based on the fractional integration by parts, we prove the existence and th...
SIGLEAvailable from TIB Hannover: RO5073(507) / FIZ - Fachinformationszzentrum Karlsruhe / TIB - Tec...
This thesis is concerned with a theory of stochastic integration in Banach spaces and applications i...
In this paper we prove existence of the regular conditional distribution of strong solutions to a la...
We consider SDEs with drift in negative Besov spaces and random initial condition and investigate th...
Abstract. Using the theory of stochastic integration for processes with values in a UMD Banach space...
Abstract. A detailed theory of stochastic integration in UMD Banach spaces has been developed recent...
Abstract. A detailed theory of stochastic integration in UMD Banach spaces has been developed recent...
This work consists of four chapters on some aspects of stochastic semilinear evolution equations (SP...
. We derive samplepaths continuity results for some stochastic Volterra integrals with degenerate ke...