Stochastic variation of constants formula for infinite dimensional equations (Q4261528): Difference between revisions

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Latest revision as of 22:13, 28 May 2024

scientific article; zbMATH DE number 1331272
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English
Stochastic variation of constants formula for infinite dimensional equations
scientific article; zbMATH DE number 1331272

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    Stochastic variation of constants formula for infinite dimensional equations (English)
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    6 November 2000
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    infinite-dimensional stochastic differential equations
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    linear inhomogeneous stochastic equation
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    variation of constants
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    mild solution
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    Skorokhod integral
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    Malliavin calculus
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