On the continuity of pathwise solutions to Langevin equations in infinite dimensions (Q702063)
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scientific article; zbMATH DE number 2128492
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the continuity of pathwise solutions to Langevin equations in infinite dimensions |
scientific article; zbMATH DE number 2128492 |
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On the continuity of pathwise solutions to Langevin equations in infinite dimensions (English)
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17 January 2005
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One constructs a pathwise continuous solution of Langevin equation in a separable Hilbert space, by using a nonstandard analysis approach.
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Abstract Wiener spaces
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Ornstein-Uhlenbeck processes
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Hilbert-Schmidt operators
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rich probability spaces
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Loeb measure spaces
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nonstandard analysis
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