Diffusion equations in duals of nuclear spaces

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

zbMATH Keywords

Galerkin method; stochastic differential equations; unique solutions; martingale problem; nuclear Fréchet space; random strings

Mathematics Subject Classification ID

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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