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

• Дата: 2008
• Автори: Gawarecki, L., Mandrekar, V., Rajeev, B.
• Формат: Стаття
• Мова: English
• Опубліковано: Інститут математики НАН України 2008
• Онлайн доступ: http://dspace.nbuv.gov.ua/handle/123456789/4549
• Назва журналу: Digital Library of Periodicals of National Academy of Sciences of Ukraine
• Цитувати: 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.

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...