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

zbMATH Open1224.60160MaRDI QIDQ3077804FDOQ3077804

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

Publication date: 22 February 2011

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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)

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
• Title not available (Why is that?)
• 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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