Linear stochastic differential equations in a Banach space

DOI10.1137/S0040585X97T988150MaRDI QIDQ5269815zbMATHOpenAlexFDO

Authors Badri Mamporia

Publication date 28 June 2017

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

Full work available at URL https://doi.org/10.1137/s0040585x97t988150

zbMATH Keywords

Wiener processstochastic differential equationlinear differential equationItô's formulaItô stochastic integralcovariance operators in a Banach space

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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• A weak stochastic integral in Banach space with application to a linear stochastic differential equation
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