Stochastic variation of constants formula for infinite dimensional equations (Q4261528)
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scientific article; zbMATH DE number 1331272
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic variation of constants formula for infinite dimensional equations |
scientific article; zbMATH DE number 1331272 |
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Stochastic variation of constants formula for infinite dimensional equations (English)
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6 November 2000
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infinite-dimensional stochastic differential equations
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linear inhomogeneous stochastic equation
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variation of constants
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mild solution
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Skorokhod integral
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Malliavin calculus
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