We show that paths of solutions to parabolic stochastic differential equations have the same regularity in time as the Wiener process (as of the current state of art). The temporal regularity is considered in the Besov-Orlicz space Bϕ 1/22∞(0,T;X)where ϕ2(x)= exp(x2)− 1 and X is a 2-smooth Banach space.
|Number of pages||17|
|Journal||Annales de l'institut Henri Poincare (B) Probability and Statistics|
|Publication status||Published - 2020|
- 2-smooth Banach space
- Besov-Orlicz space
- Stochastic convolution
- Temporal regularity