Linear stochastic differential equations in a Banach space

DOI10.1137/S0040585X97T988150zbMATH Open1378.60085OpenAlexW2678500079MaRDI QIDQ5269815FDOQ5269815

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

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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)

Cited In (12)

• Nonlinear stochastic differential inclusions on balance space
• Randomly varying structure stochastic differential equations in Banach spaces
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• Linear stochastic differential equations and Wick products
• Stochastic differential equation for generalized random processes in a Banach space
• The smoothness of laws of random flags and Oseledets spaces of linear stochastic differential equations
• Linear stochastic equations in the critical case
• Stochastic differential equations in a Banach space, main directions and new method of development
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• A weak stochastic integral in Banach space with application to a linear stochastic differential equation
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