Differential equations in spaces of abstract stochastic distributions

DOI10.1134/S1064562416040037MaRDI QIDQ339953zbMATH OpenOpenAlexFDO

Authors Irina V. Melnikova, M. A. Alshanskiy

Publication date 11 November 2016

Published in Doklady Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/s1064562416040037

zbMATH Keywords

differential-operator equationsseparable Hilbert spacesstochastic Itō equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cites work

• scientific article; zbMATH DE number 3851794 (Why is no real title available?)
• scientific article; zbMATH DE number 885958 (Why is no real title available?)
• Regularized and generalized solutions of infinite-dimensional stochastic problems
• Spaces of white noise distributions: Constructions, descriptions, applications. I
• Stochastic Equations in Infinite Dimensions
• Stochastic partial differential equations. A modeling, white noise functional approach
• The Itô integral and the Hitsuda-Skorohod integral in the infinite dimensional case

Cited in

(10)

• Differential equations driven by Lévy white noise in spaces of Hilbert space-valued stochastic distributions
• S-transform and Hermite transform of Hilbert space-valued stochastic distributions with applications to stochastic differential equations
• Infinite dimensional stochastic equation with multiplicative noise in spaces of stochastic distributions
• Translation invariant diffusions in the space of tempered distributions
• Abstract stochastic equations. I: Classical and distributional solutions
• On stochastic differential equations in a configuration space
• Stochastic equations with an unbounded operator coefficient and multiplicative noise
• scientific article; zbMATH DE number 921537 (Why is no real title available?)
• On free stochastic differential equations
• Stochastic integrodifferential equations in Hilbert spaces with applications in electromagnetics

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