An uniqueness result for a class of Wiener-space valued stochastic differential equations (Q1300251)

A generalization of Bismut-Itô-Kunita formula to infinite dimensions for Wiener functionals valued into a Banach space of continuous functions is proved. It is based on the existence and uniqueness of solutions for infinite-dimensional stochastic differential equations, whose coefficients are time-dependent. Bernstein processes are treated with this method. There are stated and proved five theorems. It is recommended to those interested in infinite-dimensional stochastic differential equations and their applications.