A series approach to stochastic differential equations with infinite dimensional noise (Q1773997): Difference between revisions
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| Property / author: Onno van Gaans / rank | |||
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| Property / reviewed by: Gheorghe Stoica / rank | |||
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| Property / author: Onno van Gaans / rank | |||
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| Property / reviewed by: Gheorghe Stoica / rank | |||
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| Property / full work available at URL: https://doi.org/10.1007/s00020-003-1258-4 / rank | |||
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| Property / OpenAlex ID: W2073843390 / rank | |||
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Latest revision as of 20:16, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A series approach to stochastic differential equations with infinite dimensional noise |
scientific article |
Statements
A series approach to stochastic differential equations with infinite dimensional noise (English)
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29 April 2005
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By means of a series of Itô integrals, existence and uniqueness results are proved for semilinear stochastic differential equations in Hilbert spaces with Lipschitz nonlinearities driven by sequences of Brownian motions.
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Infinite-dimensional noise
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Itô integral
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mild solution
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semi-linear stochastic differential equation
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series expansion
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weak uniqueness
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