TY - JOUR
T1 - Linear Stochastic Differential Equations in The Dual Of A Multi-Hilbertian Space
AU - Gawarecki, Leszek
AU - Mandrekar, Vidyadhar
AU - Rajeev, Bhaskaran
PY - 2008/1/1
Y1 - 2008/1/1
N2 - We prove the existence and uniqueness of strong solutions for linear stochastic differential equations in the space dual to a multi–Hilbertian space driven by a finite dimensional Brownian motion under relaxed assumptions on the coefficients. As an application, we consider equtions in S' with coefficients which are differential operators violating the typical growth and monotonicity conditions.
AB - We prove the existence and uniqueness of strong solutions for linear stochastic differential equations in the space dual to a multi–Hilbertian space driven by a finite dimensional Brownian motion under relaxed assumptions on the coefficients. As an application, we consider equtions in S' with coefficients which are differential operators violating the typical growth and monotonicity conditions.
KW - Infinite dimensional stochastic differential equations
KW - multi-Hilbertian spaces
KW - existence
KW - uniqueness
KW - monotonicity
UR - https://digitalcommons.kettering.edu/mathematics_facultypubs/3
UR - http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.844.9331rep=rep1type=pdf
M3 - Article
VL - 14
JO - Theory of Stochastic Processes
JF - Theory of Stochastic Processes
ER -