A General Existence And Uniqueness Theorem For Wick-Sdes In

DOI10.1080/17442509608834077zbMath0866.60035OpenAlexW2500786066MaRDI QIDQ2785314

Gjermund Våge

Publication date: 8 July 1997

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509608834077

zbMATH Keywords

white noise analysisstochastic differential equationsWick products

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generalized stochastic processes (60G20)

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