Differential equations in spaces of abstract stochastic distributions

DOI10.1134/S1064562416040037zbMath1352.60085OpenAlexW2513884532MaRDI QIDQ339953

Mohammad Hasan, M. Dambrine

Publication date: 11 November 2016

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

Full work available at URL: https://doi.org/10.1134/s1064562416040037

zbMATH Keywords

differential-operator equationsseparable Hilbert spacesstochastic Itō equations

Mathematics Subject Classification ID

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

Related Items (1)

Stochastic equations with an unbounded operator coefficient and multiplicative noise

Cites Work

• Unnamed Item
• Unnamed Item
• The Itô integral and the Hitsuda-Skorohod integral in the infinite dimensional case
• Stochastic partial differential equations. A modeling, white noise functional approach
• Spaces of white noise distributions: Constructions, descriptions, applications. I
• Regularized and generalized solutions of infinite-dimensional stochastic problems
• Stochastic Equations in Infinite Dimensions

This page was built for publication: Differential equations in spaces of abstract stochastic distributions