Stochastic equations with an unbounded operator coefficient and multiplicative noise
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Publication:1745088
DOI10.1134/S0037446617060143zbMath1401.60129OpenAlexW2791729931MaRDI QIDQ1745088
Publication date: 20 April 2018
Published in: Siberian Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1134/s0037446617060143
Wick productwhite noiseS-transformHitsuda-Skorokhod integralgeneralized random variablestochastic operator-differential equation
Random operators and equations (aspects of stochastic analysis) (60H25) Random linear operators (47B80)
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Cites Work
- Differential equations in spaces of abstract stochastic distributions
- The Itô integral and the Hitsuda-Skorohod integral in the infinite dimensional case
- Stability of semilinear stochastic evolution equations
- Spaces of white noise distributions: Constructions, descriptions, applications. I
- Abstract stochastic equations. II: Solutions in spaces of abstract stochastic distributions.
- The generalized well-posedness of the Cauchy problem for an abstract stochastic equation with multiplicative noise
- S-transform and Hermite transform of Hilbert space-valued stochastic distributions with applications to stochastic differential equations
- Stochastic Differential Equations in Infinite Dimensions
- Semilinear stochastic evolution equations: boundedness, stability and invariant measurest
- Stochastic Cauchy Problems in Infinite Dimensions
- Differential equations in spaces of abstract stochastic distributions
- Stochastic Equations in Infinite Dimensions
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