On regularity property of retarded Ornstein-Uhlenbeck processes in Hilbert spaces
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Abstract: In this work, some regularity properties of mild solutions for a class of stochastic linear functional differential equations driven by infinite dimensional Wiener processes are considered. In terms of retarded fundamental solutions, we introduce a class of stochastic convolutions which naturally arise in the solutions and investigate their Yosida approximants. By means of the retarded fundamental solutions, we find conditions under which each mild solution permits a continuous modification. With the aid of Yosida approximation, we study two kinds of regularity properties, temporal and spatial ones, for the retarded solution processes. By employing a factorization method, we establish a retarded version of Burkholder-Davis-Gundy's inequality for stochastic convolutions.
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- A note on regularity property of stochastic convolutions for a class of functional differential equations
- On regularity of stochastic convolutions of functional linear differential equations with memory
- A large deviation principle of retarded Ornstein-Uhlenbeck processes driven by Lévy noise
- On stationarity of stochastic retarded linear equations with unbounded drift operators
- Some regularity results on stochastic convolutions in point delay differential equations perturbed by noise
- A characterization of well‐posedness for the second order abstract Cauchy problems with finite delay
- Regularity for semigroups of Ornstein-Uhlenbeck processes
- Regularity of solutions of linear stochastic equations in hilbert spaces
- Stochastic Retarded Evolution Equations: Green Operators, Convolutions, and Solutions
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