Regularity of solutions of linear stochastic equations in Hilbert spaces

G Da Prato, S Kwapieň, J Zabczyk - Stochastics: An International …, 1988 - Taylor & Francis
Stochastics: An International Journal of Probability and Stochastic …, 1988Taylor & Francis
… The paper gives sufficient, and in some cases necessary and sufficient, conditions for the
mild solution of a stochastic linear equation to be regular both "in time" and "in space" or to
be the strong solution. … paper we study regularity of trajectories of the following linear
equation: … The main object of the paper is however to study regularity, both "in time" and "in
space", of the mild solution (3). In Section 2 we give sufficient conditions on M which imply
continuity of (3). In particular we show that if M is a Wiener process, then X has always …
The paper gives sufficient, and in some cases necessary and sufficient, conditions for the mild solution of a stochastic linear equation to be regular both "in time" and "in space" or to be the strong solution
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