On Linear Row-Finite Systems of Stochastic Differential Equations

DOI10.1137/S0040585X97978488zbMATH Open1006.60051MaRDI QIDQ4328501FDOQ4328501

Authors: T. S. Rybunikova 

Publication date: 25 April 2002

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

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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)

Cited In (6)

• On one-sided estimates for row-finite systems of ordinary differential equations
• Title not available (Why is that?)
• Title not available (Why is that?)
• 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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