On existence of local solutions for differential equations on Wiener space

DOI10.1215/kjm/1250517913zbMath0952.60058MaRDI QIDQ1970350

Jai Heui Kim, Yong Sik Yun

Publication date: 4 January 2001

Published in: Journal of Mathematics of Kyoto University (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1215/kjm/1250517913

zbMATH Keywords

differential equation; Wiener space; existence of local solutions; inequalities for capacity

Mathematics Subject Classification ID

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

60H07: Stochastic calculus of variations and the Malliavin calculus