Maximal regularity for stochastic convolutions driven by Lévy processes
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Maximal regularity for stochastic convolutions driven by
Lévy processes. / Hausenblas, Erika.
in: Probability theory and related fields, 2009.
in: Probability theory and related fields, 2009.
Publikationen: Beitrag in Fachzeitschrift › Artikel › Forschung › (peer-reviewed)
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Hausenblas E. Maximal regularity for stochastic convolutions driven by
Lévy processes. Probability theory and related fields. 2009. doi: 10.1007/s00440-008-0181-7
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Bibtex - Download
@article{7189b8571bfe42839caeae8496d75482,
title = "Maximal regularity for stochastic convolutions driven by L{\'e}vy processes",
author = "Erika Hausenblas",
year = "2009",
doi = "10.1007/s00440-008-0181-7",
language = "English",
journal = "Probability theory and related fields",
issn = "1432-2064",
publisher = "Springer Berlin",
}
RIS (suitable for import to EndNote) - Download
TY - JOUR
T1 - Maximal regularity for stochastic convolutions driven by Lévy processes
AU - Hausenblas, Erika
PY - 2009
Y1 - 2009
UR - http://dx.doi.org/10.1007/s00440-008-0181-7
U2 - 10.1007/s00440-008-0181-7
DO - 10.1007/s00440-008-0181-7
M3 - Article
JO - Probability theory and related fields
JF - Probability theory and related fields
SN - 1432-2064
ER -
