A stochastic differential equation with time-dependent and unbounded operator coefficients (Q2367248)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A stochastic differential equation with time-dependent and unbounded operator coefficients |
scientific article |
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A stochastic differential equation with time-dependent and unbounded operator coefficients (English)
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5 August 1993
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The authors construct unitary solutions of a class of stochastic differential equations in Fock space with time-dependent unbounded operator coefficient as a limit of a random Trotter-Kato product. Some applications to one-dimensional diffusion are given.
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stochastic differential equations in Fock space
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random Trotter-Kato product
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