- Library Home /
- Search Collections /
- Open Collections /
- Browse Collections /
- BIRS Workshop Lecture Videos /
- Time regularity of solutions to SPDEs
Open Collections
BIRS Workshop Lecture Videos
Featured Collection
BIRS Workshop Lecture Videos
Time regularity of solutions to SPDEs Peszat, Szymon Jan 19, 2015
mp4
Page Metadata
Item Metadata
Title | Time regularity of solutions to SPDEs |
Creator |
Peszat, Szymon |
Publisher | Banff International Research Station for Mathematical Innovation and Discovery |
Date Issued | 2015-01-19T10:29:00Z |
Description | Time regularity of solutions to SPDEs driven by Wiener process can be studied using either Kolmogorov criterion, Kotelenez theorem or Da Prato-Kwapien ́-Zabczyk factorization. It turns out that very often the solution is continuous is a given state space E even if the noise takes values in a bigger space U - E. If the noise is of jump type and does not take values in the space space then typically the solution is not c`adl`ag. In fact during the talk di↵erent concepts of c`adl`ag property will be discussed. A special emphasis will be put on infinite systems of linear equations driven by independent L ́evy processes. The talk will be based on the following papers: • S. Peszat and J. Zabczyk, Time regularity for stochastic Volterra equations by the dilation theorem, J. Math. Anal. Appl. 409 (2014), 676–683. • S. Peszat and J. Zabczyk, Time regularity of solutions to linear equations with L ́evy noise in infinite dimensions, Stochastic Processes Appl. 123 (2013), 719–751. • Z. Brze ́zniak, B. Goldys, P. Imkeller, S. Peszat, E. Priola, and J. Zabczyk, Time irregularity of generalized Ornstein–Uhlenbeck processes, C. R. Math. Acad. Sci. Paris 348 (2010), 273–276. |
Extent | 48 minutes |
Subject |
Mathematics Dynamical systems and ergodic theory Probability theory and stochastic processes Dynamical systems |
Geographic Location | Banff (Alta.) |
Type |
Moving Image |
File Format | video/mp4 |
Language | eng |
Notes | Author affiliation: Jagiellonian University |
Series | BIRS Workshop Lecture Videos (Banff, Alta.) |
Date Available | 2015-07-21 |
Provider | Vancouver : University of British Columbia Library |
Rights | Attribution-NonCommercial-NoDerivs 2.5 Canada |
DOI | 10.14288/1.0044843 |
URI | http://hdl.handle.net/2429/54117 |
Affiliation |
Non UBC |
Peer Review Status | Unreviewed |
Scholarly Level | Faculty |
Rights URI | http://creativecommons.org/licenses/by-nc-nd/2.5/ca/ |
Aggregated Source Repository | DSpace |
Download
- Media
- 48630-201501191029-Peszat_lrv.mp4 [ 230.2MB ]
- Metadata
- JSON: 48630-1.0044843.json
- JSON-LD: 48630-1.0044843-ld.json
- RDF/XML (Pretty): 48630-1.0044843-rdf.xml
- RDF/JSON: 48630-1.0044843-rdf.json
- Turtle: 48630-1.0044843-turtle.txt
- N-Triples: 48630-1.0044843-rdf-ntriples.txt
- Original Record: 48630-1.0044843-source.json
- Citation
- 48630-1.0044843.ris
Cite
Citation Scheme:
Usage Statistics
Share
Embed
Customize your widget with the following options, then copy and paste the code below into the HTML
of your page to embed this item in your website.
<div id="ubcOpenCollectionsWidgetDisplay">
<script id="ubcOpenCollectionsWidget"
src="{[{embed.src}]}"
data-item="{[{embed.item}]}"
data-collection="{[{embed.collection}]}"
data-metadata="{[{embed.showMetadata}]}"
data-width="{[{embed.width}]}"
async >
</script>
</div>

http://iiif.library.ubc.ca/presentation/dsp.48630.1-0044843/manifest