Diffusion equations in duals of nuclear spaces

DOI10.1080/17442509008833618zbMATH Open0702.60056OpenAlexW1970709668MaRDI QIDQ3481024FDOQ3481024

Gopinath Kallianpur, Robert L. Wolpert, Itaru Mitoma

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

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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)

Cited In (20)

• Asymptotic exponential stability for diffusion processes driven by stochastic differential equations in duals of nuclear spaces
• Stochastic differential equations in a scale of Hilbert spaces
• The Skorohod integral in conuclear spaces
• Large deviations for diffusion processes in duals of nuclear spaces
• A Segal-Langevin Type Stochastic Differential Equation on a Space Of Generalized Functionals
• Probabilistic representations of solutions of the forward equations
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• Stochastic differential equations in a scale of Hilbert spaces. Global solutions
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• THE MONOTONICITY INEQUALITY FOR LINEAR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS
• 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
• Stochastic differential equation models for spatially distributed neurons and propagation of chaos for interacting systems
• Generalized covariation for Banach space valued processes, Itō formula and applications
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• Propagation of chaos and the McKean-Vlasov equation in duals of nuclear spaces
• Calculus via regularizations in Banach spaces and Kolmogorov-type path-dependent equations
• The existence and uniqueness of solutions of nuclear space-valued stochastic differential equations driven by poisson random measures

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