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Volumn 11, Issue 3, 2004, Pages 515-526

On the existence and uniqueness of a solution to a stochastic differential equation in a banach space

Author keywords

Covariance operators; It stochastic integrals and stochastic differential equations in Banach space; Wiener processes

Indexed keywords


EID: 51549084460     PISSN: 1072947X     EISSN: 15729176     Source Type: Journal    
DOI: 10.1515/GMJ.2004.515     Document Type: Article
Times cited : (3)

References (12)
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    • N. N. Vakhania, Probability distributions on linear spaces. (Translated from the Russian) North-Holland Series in Probability and Applied Mathematics. North-Holland Publishing Co., New York-Amsterdam, 1981; Russian original: Metsniereba, Tbilisi 1971.
    • (1971) North-Holland Series in Probability and Applied Mathematics
    • Vakhania, N.N.1
  • 2
    • 0000464861 scopus 로고
    • Potential theory on Hilbert space
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    • (1967) J. Functional Analysis , vol.1 , pp. 123-181
    • Gross, L.1
  • 3
    • 0442319045 scopus 로고
    • Séries de variables aléatoires gaussiennes a valeurs dans E⊗εF. Application aux produits d'espaces de Wiener abstraits.
    • Séminaire sur la Geometrie des Espaces de Banach (1977-1978), Exp. Palaiseau.
    • S. Cheyet, Séries de variables aléatoires gaussiennes a valeurs dans E⊗εF. Application aux produits d'espaces de Wiener abstraits. Séminaire sur la Geometrie des Espaces de Banach (1977-1978), Exp. No. 19, 15 pp., école Polytech, Palaiseau, 1978.
    • (1978) école Polytech , Issue.19 , pp. 15
    • Cheyet, S.1
  • 5
    • 0003203286 scopus 로고
    • Infinite-dimensional elliptic operators and the corresponding parabolic equations
    • Yu. L. DaleckiĬ, Infinite-dimensional elliptic operators and the corresponding parabolic equations. (Russian) Uspekhi Mat. Nauk 22(1967), No. 4(136), 3-54.
    • (1967) (Russian) Uspekhi Mat. Nauk , vol.22 , Issue.4-136 , pp. 3-54
    • DaleckiĬ, Y.L.1
  • 7
    • 0003519442 scopus 로고
    • Stochastic integral in 2-uniformly smooth Banach spaces
    • University of Wisconsin.
    • A. L. Neidhardt, Stochastic integral in 2-uniformly smooth Banach spaces. University of Wisconsin, 1978.
    • (1978)
    • Neidhardt, A.L.1
  • 8
    • 2142852046 scopus 로고
    • Stochastic Integration relative to Brownian motion on a general Banach space
    • G. Dettweiler, Stochastic Integration relative to Brownian motion on a general Banach space. Boga Tr. J. of Mathematics 15(1991), 6-44.
    • (1991) Boga Tr. J. of Mathematics , vol.15 , pp. 6-44
    • Dettweiler, G.1
  • 9
    • 0040523175 scopus 로고
    • Wiener processes and stochastic integrals in a Banach space
    • B.I. Mamporia, Wiener processes and stochastic integrals in a Banach space. Probab. Math. Statist. 7(1986), No. 1, 59-75.
    • (1986) Probab. Math. Statist. , vol.7 , Issue.1 , pp. 59-75
    • Mamporia, B.I.1
  • 10
    • 2942624480 scopus 로고
    • Probability distributions on Banach spaces. Translated from the Russian and with a preface by Wojbor A. Woyczynski
    • D. Reidel Publishing Co., Dordrecht, Russian original: Nauka, Moscow.
    • N. N. Vakhania, V. I. Tarieladze and S. A. Chobanian, Probability distributions on Banach spaces. Translated from the Russian and with a preface by Wojbor A. Woyczynski. Mathematics and its Applications (Soviet Series), 14. D. Reidel Publishing Co., Dordrecht, 1987; Russian original: Nauka, Moscow, 1985.
    • (1985) Mathematics and its Applications (Soviet Series) , vol.14
    • Vakhania, N.N.1    Tarieladze, V.I.2    Chobanian, S.A.3
  • 11
    • 84891340891 scopus 로고
    • Stochastic evolution systems. Linear theory and applications to nonlinear filtering. (Translated from the Russian)
    • Kluwer Academic Publishers Group, Dordrecht, 1990; Russian original: Nauka, Moscow.
    • B. L. Rozoyski, Stochastic evolution systems. Linear theory and applications to nonlinear filtering. (Translated from the Russian) Mathematics and its Applications (Soviet Series), 35. Kluwer Academic Publishers Group, Dordrecht, 1990; Russian original: Nauka, Moscow, 1983.
    • (1983) Mathematics and its Applications (Soviet Series) , vol.35
    • Rozoyski, B.L.1
  • 12
    • 77957063650 scopus 로고
    • The topological support of Gaussian measure in Banach space
    • N. N. Vakhania, The topological support of Gaussian measure in Banach space. Nagoya Math. J. 57(1975), 59-63.
    • (1975) Nagoya Math. J. , vol.57 , pp. 59-63
    • Vakhania, N.N.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.