A stochastic differential equation with time-dependent and unbounded operator coefficients

DOI10.1006/JFAN.1993.1061MaRDI QIDQ2367248zbMATH OpenOpenAlexFDO

Authors B. V. Rajarama Bhat, Kalyan B. Sinha

Publication date 5 August 1993

Published in Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1006/jfan.1993.1061

zbMATH Keywords

random Trotter-Kato productstochastic differential equations in Fock space

Mathematics Subject Classification ID

Random operators and equations (aspects of stochastic analysis) (60H25)

Review text

The authors construct unitary solutions of a class of stochastic differential equations in Fock space with time-dependent unbounded operator coefficient as a limit of a random Trotter-Kato product. Some applications to one-dimensional diffusion are given.

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