A white noise approach to stochastic differential equations driven by wiener and poisson processes

Nonlinear Theory of Generalized Functions

Volumn , Issue , 2022, Pages 293-313

  Holden, Helge ^a   Øksendal, Bernt ^b,c  

^a NORWEGIAN UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Norway)

^b UNIVERSITY OF OSLO   (Norway)

^c NORWEGIAN SCHOOL OF ECONOMICS   (Norway)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 85132833639     PISSN: None     EISSN: None     Source Type: Book    
DOI: None     Document Type: Chapter

References (9)

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2. Benth, F.E., and G jessing, H.: A non-linear parabolic equation with noise. A reduction method, Manuscript Nr. 179 (1994), Universität Mannheim.
3. Gjessing, H.: Anticipating Calculus and Wick Products, Dr. Scient. Thesis, University of Bergen, Norway, 1995.
4. Hida, T., Kuo, H.-H., Potthoff, J., and Streit, L.: White Noise Analysis, Kluwer 1993.
5. Holden, H., Øksendal, B., Ubøe, J., and Zhang, T.: Stochastic Partial Differential Equations, Birkhäuser 1996.
6. Kondratiev, Y., Streit, L., Westerkamp, W., and Yan, J.: Generalized functions in infinite dimensional analysis, Manuscript, Universität Bielefeld 1995.
7. Oberguggenberger, M., Russo, F.: Nonlinear SPDEs: Colombeau solutions and pathwise limits, In Decreusefond et al. (eds.): Stochastic Analysis and Related Topics VI, Birkhäuser 1998, pp. 319-332.
8. Us, G.: Towards a coloured noise analysis, Manuscript, Kiev University 1997.
9. Walsh, J.: An introduction to stochastic partial differential equations, In R. Carmona et al. (eds.): École d'Été de Probabilités de Saint-Flour XIX-1984, Springer Lecture Notes in Mathematics, vol. 1180 (1986), 265-437.