Linear stochastic differential equations in the dual of a multi-Hilbertian space

MaRDI QIDQ3077804zbMATH OpenFDO

Authors L. Gawarecki, V. S. Mandrekar, B. Rajeev

Publication date 22 February 2011

zbMATH Keywords

monotonicityexistenceuniquenessinfinite-dimensional stochastic differential equationsmulti-Hilbertian space

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Applications of functional analysis in probability theory and statistics (46N30) (Generalized) eigenfunction expansions of linear operators; rigged Hilbert spaces (47A70)

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Cited in

(12)

• Stochastic differential equations in a scale of Hilbert spaces
• Characterizing Gaussian flows arising from Itô's stochastic differential equations
• Diffusion equations in duals of nuclear spaces
• Differential operators on Hermite Sobolev spaces
• Probabilistic representations of solutions of the forward equations
• Stochastic PDEs in \(\mathcal{S}'\) for SDEs driven by Lévy noise
• scientific article; zbMATH DE number 4124734 (Why is no real title available?)
• Solutions of SPDE's associated with a stochastic flow
• Topological dual of B_{∞} (I,{ L}_1(X,Y)) with application to stochastic systems on Hilbert space
• Theoretical developments in the study of partial differential equations
• О существовании сильных решений линейных стохастических дифференциальных уравнений на $R^\infty$
• Lévy flows and associated stochastic PDEs

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