Method of power series for stochastic equations with analytical coefficients

DOI10.1007/BF02733476zbMath0951.60071MaRDI QIDQ1974343

I. Ya. Spektorskij

Publication date: 18 July 2000

Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)

zbMATH Keywords

Cauchy-Kovalevskaya theoremstochastic equations in Hilbert spacespower series techniquesstochastic equations with diffusion and drift

Mathematics Subject Classification ID

Power series (including lacunary series) in one complex variable (30B10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Random power series in one complex variable (30B20)

Cites Work

• Some geometric-differential models in the class of formal operator power series
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