On temporal regularity of stochastic convolutions in \(2\)-smooth Banach spaces (Q2227466)

The class of 2-smooth Banach spaces plays an important role in stochastic analysis in infinite dimensions. To overcome the fact that there is no smallest Hölder space or Besov space to which Brownian path belongs to almost surely, in this paper more general Hölder spaces are considered, called modulus Hölder spaces. In this paper some known results are generalized not only to infinite-dimensional stochastic integrals but also to stochastic convolutions in 2-smooth Banach spaces, and, consequently, it is shown that path of mild solutions to parabolic stochastic differential equations in any 2-smooth Banach space \(X\) have path in the Besov-Orlicz space \(B^{1/2}_{\Phi_2,\infty}(0,T;X)\) almost surely, where \(\Phi_2(x)=\exp(x^2)-1\). To do this, after the presentation of the topic and the main results in the first section, in the second section Orlicz spaces, Besov-Orlicz spaces, and embeddings to Hölder spaces, besides other necessary things are presented. In the third section temporal regularity of stochastic integral is studied, the main result from here (Theorem 3.2) providing the optimal path regularity properties and norm estimates. Temporal regularity of deterministic convolutions is studied in the fourth section and a maximal regularity in the scale of Besov-Orlicz is discussed. In the last section of the paper, the main theorem (Theorem 1.1) is proved applying the results obtained in the previous two sections.