Diffusion processes in linear spaces and pseudo-topologies

DOI10.1007/BF01097276zbMath0671.47039MaRDI QIDQ1119888

Andrei Yu. Khrennikov

Publication date: 1986

Published in: Journal of Soviet Mathematics (Search for Journal in Brave)

zbMATH Keywords

probabilistic methodsFrechetnuclear spacesconvex spacesCauchy problem for parabolic equationsdiffusion processes with non-normable phase spacesstochastic differential equations in locally

Mathematics Subject Classification ID

General theory of partial differential operators (47F05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Spaces defined by inductive or projective limits (LB, LF, etc.) (46A13) Locally convex Fréchet spaces and (DF)-spaces (46A04) Spaces determined by compactness or summability properties (nuclear spaces, Schwartz spaces, Montel spaces, etc.) (46A11)

Related Items (1)

Stochastic calculus on Fréchet spaces

Cites Work

• The direct Kolmogorov equation for measures in the Hilbert scale of spaces
• Covariance Operators of Probability Measures in Locally Convex Spaces
• MARTINGALES OF RANDOM DISTRIBUTIONS
• Stochastic integrals in locally convex spaces
• Probability Distributions on Topological Groups
• Gaussian Measure on a Banach Space and Abstract Winer Measure
• The various definitions of the derivative in linear topological spaces
• On operator-valued stochastic integrals
• Stochastic integrals and parabolic equations in abstract Wiener space
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Diffusion processes in linear spaces and pseudo-topologies