Diffusion equations in duals of nuclear spaces

DOI10.1080/17442509008833618zbMath0702.60056MaRDI QIDQ3481024

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 method; stochastic differential equations; unique solutions; martingale problem; nuclear Fréchet space; random strings

Mathematics Subject Classification ID

60B05: Probability measures on topological spaces

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

60J60: Diffusion processes

60H20: Stochastic integral equations

60B11: Probability theory on linear topological spaces

Related Items

Generalized covariation for Banach space valued processes, Itō formula and applications, Stochastic integration for inhomogeneous Wiener process in the dual of a nuclear space, Propagation of chaos and the McKean-Vlasov equation in duals of nuclear spaces, Asymptotic exponential stability for diffusion processes driven by stochastic differential equations in duals of nuclear spaces, Stochastic differential equation models for spatially distributed neurons and propagation of chaos for interacting systems, Large deviations for diffusion processes in duals of nuclear spaces, The Skorohod integral in conuclear spaces, Probabilistic representations of solutions of the forward equations, THE MONOTONICITY INEQUALITY FOR LINEAR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS