Differential equations in spaces of abstract stochastic distributions
DOI10.1134/S1064562416040037zbMATH Open1352.60085OpenAlexW2513884532MaRDI QIDQ339953FDOQ339953
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
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Cites Work
- Stochastic partial differential equations. A modeling, white noise functional approach
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- Stochastic Equations in Infinite Dimensions
- Spaces of white noise distributions: Constructions, descriptions, applications. I
- Regularized and generalized solutions of infinite-dimensional stochastic problems
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- The Itô integral and the Hitsuda-Skorohod integral in the infinite dimensional case
Cited In (6)
- 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
- Differential equations driven by Lévy white noise in spaces of Hilbert space-valued stochastic distributions
- On free stochastic differential equations
- Title not available (Why is that?)
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