Diffusion equations in duals of nuclear spaces

DOI10.1080/17442509008833618MaRDI QIDQ3481024zbMATH OpenOpenAlexFDO

Authors Itaru Mitoma, Robert L. Wolpert, Gopinath Kallianpur

Publication date 1990

Published in Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442509008833618

zbMATH Keywords

Galerkin methodstochastic differential equationsmartingale problemrandom stringsunique solutionsnuclear Fréchet space

Mathematics Subject Classification ID

Probability measures on topological spaces (60B05) Probability theory on linear topological spaces (60B11) Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integral equations (60H20)

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(21)

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• An application of Gelfand pairs to a problem of diffusion in compact ultrametric spaces
• Stochastic integration for inhomogeneous Wiener process in the dual of a nuclear space
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• The existence and uniqueness of solutions of nuclear space-valued stochastic differential equations driven by poisson random measures

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