On the continuity of pathwise solutions to Langevin equations in infinite dimensions (Q702063)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the continuity of pathwise solutions to Langevin equations in infinite dimensions |
scientific article |
Statements
On the continuity of pathwise solutions to Langevin equations in infinite dimensions (English)
0 references
17 January 2005
0 references
One constructs a pathwise continuous solution of Langevin equation in a separable Hilbert space, by using a nonstandard analysis approach.
0 references
Abstract Wiener spaces
0 references
Ornstein-Uhlenbeck processes
0 references
Hilbert-Schmidt operators
0 references
rich probability spaces
0 references
Loeb measure spaces
0 references
nonstandard analysis
0 references
0 references
0 references
0 references
0 references
