CRM: Centro De Giorgi
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Evolution Equations for Deterministic and Stochastic Systems

Strong solutions of stochastic evolution equations in UMD Banach spaces

speaker: Mark Veraar (Technical University of Delft)

abstract: Recently, a theory of stochastic integration for processes with values in a UMD Banach space has been constructed in joint work with van Neerven and Weis. In this talk an Ito formula is presented, which is applied to obtain regularity in space and time for strong solutions of a class of stochastic evolution equations. This extends results of Da Prato-Tubaro-Iannelli and Brzezniak


timetable:
Mon 23 May, 14:30 - 15:10, Aula Dini
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