Solution of nonlinear stochastic equations with a generator of a semigroup discontinuous at zero

DOI10.3103/S1066369X11060119zbMath1254.60062MaRDI QIDQ1759182

A. A. Ogorodnikov

Publication date: 20 November 2012

Published in: Russian Mathematics (Search for Journal in Brave)

zbMATH Keywords

stochastic integral; \(Q\)-Wiener process; operator semigroup; abstract stochastic Cauchy problem

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

34G20: Nonlinear differential equations in abstract spaces

34F05: Ordinary differential equations and systems with randomness

Cites Work

• Stochastic calculus for finance. II: Continuous-time models.
• Generalized solutions to abstract stochastic problems
• Stochastic Equations in Infinite Dimensions
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