On Regularity Property of Retarded Ornstein-Uhlenbeck Processes in Hilbert Spaces

Details On Regularity Property of Retarded Ornstein-Uhlenbeck Processes in Hilbert Spaces On Regularity Property of Retarded Ornstein-Uhlenbeck Processes in Hilbert Spaces

2011-06-08

arxiv.org/abs/1106.1509v1

Mathematics

Probability

Scientific paper

In this work, some regularity properties of mild solutions for a class of stochastic linear functional differential equations driven by infinite dimensional Wiener processes are considered. In terms of retarded fundamental solutions, we introduce a class of stochastic convolutions which naturally arise in the solutions and investigate their Yosida approximants. By means of the retarded fundamental solutions, we find conditions under which each mild solution permits a continuous modification. With the aid of Yosida approximation, we study two kinds of regularity properties, temporal and spatial ones, for the retarded solution processes. By employing a factorization method, we establish a retarded version of Burkholder-Davis-Gundy's inequality for stochastic convolutions.

Affiliated with

Also associated with

No associations

Rating

On Regularity Property of Retarded Ornstein-Uhlenbeck Processes in Hilbert Spaces does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with On Regularity Property of Retarded Ornstein-Uhlenbeck Processes in Hilbert Spaces, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and On Regularity Property of Retarded Ornstein-Uhlenbeck Processes in Hilbert Spaces will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-319954