Linear stochastic differential equations in the dual of a multi-Hilbertian space

We prove the existence and uniqueness of strong solutions for linear stochastic differential equations in the space dual to a multi–Hilbertian space driven by a finite dimensional Brownian motion under relaxed assumptions on the coefficients. As an application, we consider equtions in S' with c...

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Datum:2008
Hauptverfasser: Gawarecki, L., Mandrekar, V., Rajeev, B.
Format: Artikel
Sprache:English
Veröffentlicht: Інститут математики НАН України 2008
Online Zugang:http://dspace.nbuv.gov.ua/handle/123456789/4549
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Назва журналу:Digital Library of Periodicals of National Academy of Sciences of Ukraine
Zitieren:Linear stochastic differential equations in the dual of a multi-Hilbertian space / L. Gawarecki, V. Mandrekar, B. Rajeev // Theory of Stochastic Processes. — 2008. — Т. 14 (30), № 2. — С. 28–34. — Бібліогр.: 9 назв.— англ.

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