Infinite dimensional Langevin equation and Fokker-Planck equation

DOI10.1017/S0027763000019231zbMath0417.60072MaRDI QIDQ3207849

Yoshio Miyahara

Publication date: 1981

Published in: Nagoya Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationwhite noise analysismultiple Wiener integralbilinear stochastic equation

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Random operators and equations (aspects of stochastic analysis) (60H25)

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