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 |
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| ISSN: | 0321-3900 |
| Hauptverfasser: | , , |
| Format: | Artikel |
| Sprache: | Englisch |
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Інститут математики НАН України
2008
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| Online Zugang: | 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 |
| 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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Digital Library of Periodicals of National Academy of Sciences of Ukraine| _version_ | 1862683262332174336 |
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| author | Gawarecki, L. Mandrekar, V. Rajeev, B. |
| author_facet | Gawarecki, L. Mandrekar, V. Rajeev, B. |
| citation_txt | 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. |
| collection | DSpace DC |
| description | 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.
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| first_indexed | 2025-12-07T15:55:03Z |
| format | Article |
| fulltext | |
| id | nasplib_isofts_kiev_ua-123456789-4549 |
| institution | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| issn | 0321-3900 |
| language | English |
| last_indexed | 2025-12-07T15:55:03Z |
| publishDate | 2008 |
| publisher | Інститут математики НАН України |
| record_format | dspace |
| spelling | Gawarecki, L. Mandrekar, V. Rajeev, B. 2009-12-03T16:35:05Z 2009-12-03T16:35:05Z 2008 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. 0321-3900 https://nasplib.isofts.kiev.ua/handle/123456789/4549 519.21 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. en Інститут математики НАН України Linear stochastic differential equations in the dual of a multi-Hilbertian space Article published earlier |
| spellingShingle | Linear stochastic differential equations in the dual of a multi-Hilbertian space Gawarecki, L. Mandrekar, V. Rajeev, B. |
| title | Linear stochastic differential equations in the dual of a multi-Hilbertian space |
| title_full | Linear stochastic differential equations in the dual of a multi-Hilbertian space |
| title_fullStr | Linear stochastic differential equations in the dual of a multi-Hilbertian space |
| title_full_unstemmed | Linear stochastic differential equations in the dual of a multi-Hilbertian space |
| title_short | Linear stochastic differential equations in the dual of a multi-Hilbertian space |
| title_sort | linear stochastic differential equations in the dual of a multi-hilbertian space |
| url | https://nasplib.isofts.kiev.ua/handle/123456789/4549 |
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