A series approach to stochastic differential equations with infinite dimensional noise

DOI10.1007/s00020-003-1258-4zbMath1065.60057OpenAlexW2073843390MaRDI QIDQ1773997

Onno van Gaans

Publication date: 29 April 2005

Published in: Integral Equations and Operator Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00020-003-1258-4

zbMATH Keywords

Itô integralseries expansionmild solutionweak uniquenessInfinite-dimensional noisesemi-linear stochastic differential equation

Mathematics Subject Classification ID

Stochastic integrals (60H05) Stochastic integral equations (60H20)

Related Items (6)

Isomorphism for Spaces of Predictable Processes and an Extension of the Ito Integral ⋮ Differential equations driven by Lévy white noise in spaces of Hilbert space-valued stochastic distributions ⋮ The Itō integral with respect to an infinite dimensional Lévy process: a series approach ⋮ Existence of Lévy term structure models ⋮ A note on stochastic integrals as \(L^{2}\)-curves ⋮ Jump-diffusions in Hilbert spaces: existence, stability and numerics

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