A series approach to stochastic differential equations with infinite dimensional noise (Q1773997)
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scientific article; zbMATH DE number 2162373
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| English | A series approach to stochastic differential equations with infinite dimensional noise |
scientific article; zbMATH DE number 2162373 |
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A series approach to stochastic differential equations with infinite dimensional noise (English)
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29 April 2005
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By means of a series of Itô integrals, existence and uniqueness results are proved for semilinear stochastic differential equations in Hilbert spaces with Lipschitz nonlinearities driven by sequences of Brownian motions.
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Infinite-dimensional noise
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Itô integral
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mild solution
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semi-linear stochastic differential equation
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series expansion
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weak uniqueness
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0.9150969
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0.9106908
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0.9068843
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0.9065796
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0.9046742
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0.9046742
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