On Linear Row-Finite Systems of Stochastic Differential Equations

DOI10.1137/S0040585X97978488MaRDI QIDQ4328501zbMATH OpenFDO

Authors T. S. Rybunikova

Publication date 25 April 2002

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

zbMATH Keywords

strong solutionspredictable processlinear stochastic differential equations on sequence spacenatural Wiener process

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05)

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Cited in

(6)

• On one-sided estimates for row-finite systems of ordinary differential equations
• scientific article; zbMATH DE number 4143185 (Why is no real title available?)
• scientific article; zbMATH DE number 1569196 (Why is no real title available?)
• On infinite systems of linear autonomous and nonautonomous stochastic equations
• Infinite-dimensional Wiener processes with drift
• О существовании сильных решений линейных стохастических дифференциальных уравнений на $R^\infty$

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