Infinite dimensional stochastic equation with multiplicative noise in spaces of stochastic distributions

zbMATH Open1289.60120MaRDI QIDQ2853218FDOQ2853218

Authors: Maxim A. Alshanskiẽ, Irina V. Melnikova 

Publication date: 18 October 2013

Published in: Novi Sad Journal of Mathematics (Search for Journal in Brave)

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zbMATH Keywords

Cauchy problemwhite noiseHermite transform

Mathematics Subject Classification ID

White noise theory (60H40) Functional-differential equations in abstract spaces (34K30) One-parameter semigroups and linear evolution equations (47D06) Distributions on infinite-dimensional spaces (46F25)

Cited In (10)

• Existence and convergence results for infinite dimensional nonlinear stochastic equations with multiplicative noise
• Differential equations driven by Lévy white noise in spaces of Hilbert space-valued stochastic distributions
• SPDEs in infinite dimension with Poisson noise
• Title not available (Why is that?)
• Differential equations in spaces of abstract stochastic distributions
• Differential equations in spaces of abstract stochastic distributions
• Malliavin calculus for infinite-dimensional systems with additive noise
• О существовании сильных решений линейных стохастических дифференциальных уравнений на $R^\infty$
• An infinite dimensional stochastic differential equation with state space C(\({\mathbb{R}})\)
• A series approach to stochastic differential equations with infinite dimensional noise

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