Stochastic differential equations in a Banach space driven by the cylindrical Wiener process

DOI10.1016/j.trmi.2016.10.003zbMath1425.60053OpenAlexW2552484572MaRDI QIDQ2010660

Badri Mamporia

Publication date: 27 November 2019

Published in: Transactions of A. Razmadze Mathematical Institute (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.trmi.2016.10.003

zbMATH Keywords

Wiener processescovariance operators in Banach spacesIto stochastic integrals and stochastic differential equations

Mathematics Subject Classification ID

Stochastic integrals (60H05) Probabilistic methods in Banach space theory (46B09) Probability theory on linear topological spaces (60B11)

Cites Work

• Itô's formula in UMD Banach spaces and regularity of solutions of the Zakai equation
• Martingales with values in uniformly convex spaces
• Stochastic integration in UMD Banach spaces
• Potential theory on Hilbert space
• Stochastic Differential Equations in Infinite Dimensions
• On the space of vector-valued functions integrable with respect to the white noise
• Stochastic integration of functions with values in a Banach space
• Stochastic Differential Equation for Generalized Random Processes in a Banach Space
• A note on γ-radonifying and summing operators
• Stochastic Equations in Infinite Dimensions
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