An uniqueness result for a class of Wiener-space valued stochastic differential equations (Q1300251)
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scientific article; zbMATH DE number 1333237
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An uniqueness result for a class of Wiener-space valued stochastic differential equations |
scientific article; zbMATH DE number 1333237 |
Statements
An uniqueness result for a class of Wiener-space valued stochastic differential equations (English)
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22 October 2000
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A generalization of Bismut-Itô-Kunita formula to infinite dimensions for Wiener functionals valued into a Banach space of continuous functions is proved. It is based on the existence and uniqueness of solutions for infinite-dimensional stochastic differential equations, whose coefficients are time-dependent. Bernstein processes are treated with this method. There are stated and proved five theorems. It is recommended to those interested in infinite-dimensional stochastic differential equations and their applications.
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stochastic differential equations
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Wiener space
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Bismut-Itô-Kunita formula
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Bernstein processes
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