On the continuity of pathwise solutions to Langevin equations in infinite dimensions

DOI10.1023/B:ACAP.0000039016.60135.67zbMath1068.60055OpenAlexW2039018825MaRDI QIDQ702063

Horst Osswald, Jiang-Lun Wu

Publication date: 17 January 2005

Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/b:acap.0000039016.60135.67

zbMATH Keywords

nonstandard analysisHilbert-Schmidt operatorsOrnstein-Uhlenbeck processesAbstract Wiener spacesLoeb measure spacesrich probability spaces

Mathematics Subject Classification ID

Gaussian processes (60G15) Sample path properties (60G17) Stochastic integrals (60H05) Nonstandard models in mathematics (03H05)

Related Items (2)

On anticipative Girsanov transformations for Lévy processes ⋮ From Probability Measures to Each Lévy Triplet and Back

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