Stochastic differential equation for generalized random processes in a Banach space

DOI10.1137/S0040585X97985650MaRDI QIDQ4907609zbMATH OpenOpenAlexWikidataFDO

Authors Badri Mamporia

Publication date 4 February 2013

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

Full work available at URL https://doi.org/10.1137/s0040585x97985650

zbMATH Keywords

Banach space-valued processescovariance operatorsItō integralstochastic differential equationsWiener process

Mathematics Subject Classification ID

Stochastic integrals (60H05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Random operators and equations (aspects of stochastic analysis) (60H25)

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(24)

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• Randomly varying structure stochastic differential equations in Banach spaces
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• Stochastic differential equations in a Banach space driven by the cylindrical Wiener process
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• On an autoregressive process driven by a sequence of Gaussian cylindrical random variables
• Stochastic differential equations in a Banach space, main directions and new method of development
• Banach space valued functionals of the Wiener process
• Linear stochastic differential equations in a Banach space
• A Wick-type stochastic differential equation in terms of a B-valued generalized functional
• On solutions of a difference equation driven by a sequence of identically distributed and weakly independent cylindrical random variables

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