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A General Existence And Uniqueness Theorem For Wick-Sdes In

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Publication:2785314
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DOI10.1080/17442509608834077zbMath0866.60035OpenAlexW2500786066MaRDI QIDQ2785314

Gjermund Våge

Publication date: 8 July 1997

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509608834077


zbMATH Keywords

white noise analysisstochastic differential equationsWick products


Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generalized stochastic processes (60G20)


Related Items (4)

NEW TOPOLOGICAL ℂ-ALGEBRAS WITH APPLICATIONS IN LINEAR SYSTEMS THEORY ⋮ THE GROSS DERIVATIVE AND GENERALIZED RANDOM VARIABLES ⋮ Approximate solutions to anticipative stochastic differential equations ⋮ Differential equations in spaces of abstract stochastic distributions




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