Explicit representation of strong solutions of SDEs driven by infinite-dimensional Lévy processes (Q966506)
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| Language | Label | Description | Also known as |
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| English | Explicit representation of strong solutions of SDEs driven by infinite-dimensional Lévy processes |
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Explicit representation of strong solutions of SDEs driven by infinite-dimensional Lévy processes (English)
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23 April 2010
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Developing a white noise framework for Lévy processes on Hilbert spaces, the authors study strong solutions of SDEs driven by such processes. This framework allows the explicit construction of the global strong solution.
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Lévy processes
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stochastic differential equations
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white noise analysis
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