A stochastic differential equation with time-dependent and unbounded operator coefficients (Q2367248): Difference between revisions
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| Property / author: Kalayan B. Sinha / rank | |||
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| Property / reviewed by: Olga Hadžić / rank | |||
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| Property / author: Kalayan B. Sinha / rank | |||
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| Property / reviewed by: Olga Hadžić / rank | |||
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| Property / full work available at URL: https://doi.org/10.1006/jfan.1993.1061 / rank | |||
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| Property / OpenAlex ID: W2156263171 / rank | |||
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Latest revision as of 23:36, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A stochastic differential equation with time-dependent and unbounded operator coefficients |
scientific article |
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A stochastic differential equation with time-dependent and unbounded operator coefficients (English)
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5 August 1993
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The authors construct unitary solutions of a class of stochastic differential equations in Fock space with time-dependent unbounded operator coefficient as a limit of a random Trotter-Kato product. Some applications to one-dimensional diffusion are given.
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stochastic differential equations in Fock space
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random Trotter-Kato product
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