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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Bibliographic Details
Date:2008
ISSN:0321-3900
Main Authors: Gawarecki, L., Mandrekar, V., Rajeev, B.
Format: Article
Language:English
Published: Інститут математики НАН України 2008
Online Access:https://nasplib.isofts.kiev.ua/handle/123456789/4549
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Journal Title:Digital Library of Periodicals of National Academy of Sciences of Ukraine
Cite this: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
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Summary: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