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Latest revision as of 20:16, 19 March 2024

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A series approach to stochastic differential equations with infinite dimensional noise
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    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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