Buchumschlag

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...

Ausführliche Beschreibung

Gespeichert in:

Bibliographische Detailangaben
Datum:	2008
Hauptverfasser:	Gawarecki, L., Mandrekar, V., Rajeev, B.
Format:	Artikel
Sprache:	Englisch
Veröffentlicht:	Інститут математики НАН України 2008
Online Zugang:	https://nasplib.isofts.kiev.ua/handle/123456789/4549
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!
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.

Institution

Digital Library of Periodicals of National Academy of Sciences of Ukraine

Ähnliche Einträge

On shape of Hilbertian embedding of universal Teichm&quot;uller space
von: S. L. Krushkal
Veröffentlicht: (2015)

On the representation of solutions of anticipating linear partial stochastic differential equations
von: Ilchenko, A.V.
Veröffentlicht: (2007)

On the Asymptotic Properties of Solutions of Linear Stochastic Differential Equations in $R^d$
von: Buldygin, V. V., et al.
Veröffentlicht: (2000)

Stability with probability I for solutions of linear stochastic differential-difference Ito’s equations
von: Zelentsovsky , A. L., et al.
Veröffentlicht: (2025)

Asymptotic equivalence of the solutions of the linear stochastic ito equations in the Hilbert space
von: Krenevych, A.
Veröffentlicht: (2007)

On the existence and uniqueness of a solution of a linear stochastic differential equation with respect to a logarithmic process
von: Pilipenko, A. Yu., et al.
Veröffentlicht: (1997)

On the calculation of the confidence relation for a Gaussian stochastic process satisfying some linear differential equations
von: Ryzhov, Y. M., et al.
Veröffentlicht: (1966)

Stochastic differential equation in a random environment
von: Ja. Makhno, et al.
Veröffentlicht: (2017)

On the stability of the solution of the linear autonomous stochastic partial differential equation with external random disturbances
von: V. K. Yasynskyi, et al.
Veröffentlicht: (2014)

Conditions of smoothness for the distribution density of a solution of a multidimensional linear stochastic differential equation with levy noise
von: Bodnarchuk, S. V., et al.
Veröffentlicht: (2011)

Stochastic Flow and Noise Associated with the Tanaka Stochastic Differential Equation
von: Watanabe, S., et al.
Veröffentlicht: (2000)

Stochastic flow and noise associated with the Tanaka stochastic differential equation
von: Watanabe, S.
Veröffentlicht: (2000)

Stochastic differential equations on imbedded manifolds
von: Gikhman, I. I., et al.
Veröffentlicht: (1995)

On the approximation of a bounded solution of a linear differential equation in a Banach space
von: Gorodnii, M. F., et al.
Veröffentlicht: (1998)

Stability of linear systems of differential equations with random jumps linear solutions in Hilbert spaces
von: A. V. Nikitin
Veröffentlicht: (2014)

Stability of linear systems of differential equations with random jump linear solutions in Hilbert space
von: A. V. Nikitin
Veröffentlicht: (2013)

Stability of linear systems of differential equations with random jump linear solutions in Hilbert space
von: Nikitin, A.V.
Veröffentlicht: (2013)

On continuous dependence of solutions of linear differential equations on a parameter in a Banach space
von: Nguen, Tkhe Khoan, et al.
Veröffentlicht: (1999)

On the strong uniqueness of a solution to singular stochastic differential equations
von: O. V. Aryasova, et al.
Veröffentlicht: (2011)

Limited and periodical solutions of one differential equation and its stochastic analog in the Banach space
von: Gorodny , M. F., et al.
Veröffentlicht: (1991)

Optimization sets the initial values in the integral moment stability for linear stochastic equations in Hilbert space
von: A. V. Nikitin
Veröffentlicht: (2014)

Asymptotic of the Second Moment of the Solution of Linear Autonomous Stochastic Partial Differential Equation with External Random Perturbations
von: V. K. Yasynskyi, et al.
Veröffentlicht: (2017)

Reduction of non-linear integro-differential equations in the Banach space to a special type
von: Melikidze, T. V., et al.
Veröffentlicht: (1971)

On differentiability of solution to stochastic differential equation with fractional Brownian motion
von: Mishura, Yu.S., et al.
Veröffentlicht: (2007)

Stochastic stability of a class of partial differential equations of thermoelasticity
von: Krol, M.
Veröffentlicht: (2008)

On the rate of convergence of an unstable solution of a stochastic differential equation
von: Mynbaeva, G. U., et al.
Veröffentlicht: (1994)

Solution of stochastic differential equation for control problem
von: K. G. Dzjubenko
Veröffentlicht: (2015)

Entire solutions of one linear implicit differential-difference equation in Banach spaces
von: S. L. Hefter, et al.
Veröffentlicht: (2018)

Discrete models of the self-dual and anti-self-dual equations
von: Sushch, V.
Veröffentlicht: (2004)

Double merging of the phase space for stochastic differential equations with small additions in Poisson approximating conditions
von: I. V. Samoilenko, et al.
Veröffentlicht: (2019)

Qualitative Analysis of Systems of Itô Stochastic Differential Equations
von: Kulinich, G. L., et al.
Veröffentlicht: (2000)

Entire solutions of one linear implicit differential-difference equation in Banach spaces
von: Gefter, S. L., et al.
Veröffentlicht: (2018)

On the аsymptotics of solutions of stochastic differential equations with jumps
von: Yuskovych , V., et al.
Veröffentlicht: (2023)

On the φ-asymptotic behaviour of solutions of stochastic differential equations
von: Buldygin, V.V., et al.
Veröffentlicht: (2008)

Boundary-value problems for differential equations in a Banach space with an unbounded operator in the linear part
von: Ye. V. Panasenko, et al.
Veröffentlicht: (2013)

Limit theorem for coiuntable systems of stochastic differential equations
von: Yu. Pylypenko, et al.
Veröffentlicht: (2016)

An example of a stochastic differential equation with the property of weak non-uniqueness of a solution
von: Kopytko, B.I., et al.
Veröffentlicht: (2006)

Viability of solutions of many-dimensional stochastic differential equations
von: Gasanenko, V. A., et al.
Veröffentlicht: (1997)

Investigation of One Linear Differential Equation by Using Generalized Functions with Values in a Banach Space
von: Chaikovs'kyi, A. V., et al.
Veröffentlicht: (2001)

Convergence of solutions of stochastic differential equations to the Arratia flow
von: Malovichko, T. V., et al.
Veröffentlicht: (2008)