Stochastic differential equations in a Banach space driven by the cylindrical Wiener process

DOI10.1016/J.TRMI.2016.10.003MaRDI QIDQ2010660zbMATH OpenOpenAlexFDO

Authors Badri Mamporia

Publication date 27 November 2019

Published in Transactions of A. Razmadze Mathematical Institute (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.1016/j.trmi.2016.10.003

zbMATH Keywords

Wiener processescovariance operators in Banach spacesIto stochastic integrals and stochastic differential equations

Mathematics Subject Classification ID

Probability theory on linear topological spaces (60B11) Stochastic integrals (60H05) Probabilistic methods in Banach space theory (46B09)

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Cited in

(11)

• scientific article; zbMATH DE number 2114275 (Why is no real title available?)
• Linear stochastic differential equations in a Banach space
• On an autoregressive process driven by a sequence of Gaussian cylindrical random variables
• Cylindrical fractional Brownian motion in Banach spaces
• Stochastic differential equation for generalized random processes in a Banach space
• Cylindrical Wiener processes
• Support theorem for an SPDE with multiplicative noise driven by a cylindrical Wiener process on the real line
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• Stochastic integration of functions with values in a Banach space
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