Diffusion equations in duals of nuclear spaces

DOI10.1080/17442509008833618MaRDI QIDQ3481024zbMATH OpenOpenAlexFDO

Authors Itaru Mitoma, Robert L. Wolpert, 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 methodmartingale problemnuclear Fréchet spacerandom stringsstochastic differential equationsunique solutions

Mathematics Subject Classification ID

Probability measures on topological spaces (60B05) Probability theory on linear topological spaces (60B11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integral equations (60H20) Diffusion processes (60J60)

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