Stochastic differential equations in a Banach space driven by the cylindrical Wiener process

DOI10.1016/J.TRMI.2016.10.003zbMATH Open1425.60053OpenAlexW2552484572MaRDI QIDQ2010660FDOQ2010660

Badri Mamporia

Publication date: 27 November 2019

Published in: Transactions of A. Razmadze Mathematical Institute (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.trmi.2016.10.003

zbMATH Keywords

Wiener processescovariance operators in Banach spacesIto stochastic integrals and stochastic differential equations

Mathematics Subject Classification ID

Probability theory on linear topological spaces (60B11) Stochastic integrals (60H05) Probabilistic methods in Banach space theory (46B09)

Cites Work

• Stochastic Equations in Infinite Dimensions
• Martingales with values in uniformly convex spaces
• Stochastic integration in UMD Banach spaces
• Stochastic Differential Equations in Infinite Dimensions
• Potential theory on Hilbert space
• Itô's formula in UMD Banach spaces and regularity of solutions of the Zakai equation
• Stochastic integration of functions with values in a Banach space
• On the space of vector-valued functions integrable with respect to the white noise
• Stochastic Differential Equation for Generalized Random Processes in a Banach Space
• A note on γ-radonifying and summing operators
• Stochastic integration relative to Brownian motion on a general Banach space
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Cited In (2)

• Support theorem for an SPDE with multiplicative noise driven by a cylindrical Wiener process on the real line
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