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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Збережено в:
Бібліографічні деталі
Дата:2008
Автори: Gawarecki, L., Mandrekar, V., Rajeev, B.
Формат: Стаття
Мова:Англійська
Опубліковано: Інститут математики НАН України 2008
Онлайн доступ:https://nasplib.isofts.kiev.ua/handle/123456789/4549
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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.

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Digital Library of Periodicals of National Academy of Sciences of Ukraine
Опис
Резюме: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 coefficients which are differential operators violating the typical growth and monotonicity conditions.
ISSN:0321-3900