A series approach to stochastic differential equations with infinite dimensional noise (Q1773997): Difference between revisions
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Revision as of 02:20, 14 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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