Linear stochastic differential equations in the dual of a multi-Hilbertian space
Vernadsky National Library of Ukraine
Переглянути архів Інформація| Поле | Співвідношення | |
| Title |
Linear stochastic differential equations in the dual of a multi-Hilbertian space
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| Creator |
Gawarecki, L.
Mandrekar, V. Rajeev, B. |
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| 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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| Date |
2009-12-03T16:35:05Z
2009-12-03T16:35:05Z 2008 |
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| Type |
Article
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| Identifier |
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 http://dspace.nbuv.gov.ua/handle/123456789/4549 519.21 |
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| Language |
en
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| Publisher |
Інститут математики НАН України
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