Stochastic differential equation for generalized random processes in a Banach space

DOI10.1137/S0040585X97985650zbMATH Open1263.60050OpenAlexW1979005086WikidataQ115246819 ScholiaQ115246819MaRDI QIDQ4907609FDOQ4907609

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

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zbMATH Keywords

Wiener processstochastic differential equationscovariance operatorsBanach space-valued processesItō integral

Mathematics Subject Classification ID

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

Cited In (19)

• Linear stochastic differential equations in a Banach space
• On an autoregressive process driven by a sequence of Gaussian cylindrical random variables
• Randomly varying structure stochastic differential equations in Banach spaces
• Title not available (Why is that?)
• On functionals of the Wiener process in a Banach space
• On the martingale problem for Banach space valued stochastic differential equations
• Title not available (Why is that?)
• Stochastic differential equations in a Banach space driven by the cylindrical Wiener process
• Stochastic calculus for analogue of Wiener process
• Naturalness of definition of the generalized stochastic integral in a Banach space
• Stochastic differential equations in a Banach space, main directions and new method of development
• Lévy area of Wiener processes in Banach spaces
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• A Wick-type stochastic differential equation in terms of a B-valued generalized functional
• Stochastic Integration in Banach Spaces
• Title not available (Why is that?)
• Banach space valued functionals of the Wiener process

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