Solution of nonlinear stochastic equations with a generator of a semigroup discontinuous at zero

DOI10.3103/S1066369X11060119zbMath1254.60062MaRDI QIDQ1759182

A. A. Ogorodnikov

Publication date: 20 November 2012

Published in: Russian Mathematics (Search for Journal in Brave)

zbMATH Keywords

stochastic integral\(Q\)-Wiener processoperator semigroupabstract stochastic Cauchy problem

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear differential equations in abstract spaces (34G20) Ordinary differential equations and systems with randomness (34F05)

Cites Work

• Stochastic calculus for finance. II: Continuous-time models.
• Generalized solutions to abstract stochastic problems
• Stochastic Equations in Infinite Dimensions
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