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

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)

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• Stochastic differential equations in a Banach space driven by the cylindrical Wiener process
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