Diffusion equations in duals of nuclear spaces
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Publication:3481024
DOI10.1080/17442509008833618zbMath0702.60056MaRDI QIDQ3481024
Robert L. Wolpert, Itaru Mitoma, Gopinath Kallianpur
Publication date: 1990
Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442509008833618
Galerkin method; stochastic differential equations; unique solutions; martingale problem; nuclear Fréchet space; random strings
60B05: Probability measures on topological spaces
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60J60: Diffusion processes
60H20: Stochastic integral equations
60B11: Probability theory on linear topological spaces
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