Diffusion equations in duals of nuclear spaces

DOI10.1080/17442509008833618zbMath0702.60056OpenAlexW1970709668MaRDI QIDQ3481024

Robert L. Wolpert, Itaru Mitoma, Gopinath Kallianpur

Publication date: 1990

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

Full work available at URL: https://doi.org/10.1080/17442509008833618

zbMATH Keywords

Galerkin methodstochastic differential equationsunique solutionsmartingale problemnuclear Fréchet spacerandom strings

Mathematics Subject Classification ID

Probability measures on topological spaces (60B05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Stochastic integral equations (60H20) Probability theory on linear topological spaces (60B11)

Related Items (12)

The Skorohod integral in conuclear spaces ⋮ Large deviations for diffusion processes in duals of nuclear spaces ⋮ Stochastic differential equations in a scale of Hilbert spaces. Global solutions ⋮ Stochastic differential equations in a scale of Hilbert spaces ⋮ Generalized covariation for Banach space valued processes, Itō formula and applications ⋮ Propagation of chaos and the McKean-Vlasov equation in duals of nuclear spaces ⋮ Probabilistic representations of solutions of the forward equations ⋮ Stochastic differential equation models for spatially distributed neurons and propagation of chaos for interacting systems ⋮ Stochastic integration for inhomogeneous Wiener process in the dual of a nuclear space ⋮ Calculus via regularizations in Banach spaces and Kolmogorov-type path-dependent equations ⋮ THE MONOTONICITY INEQUALITY FOR LINEAR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS ⋮ Asymptotic exponential stability for diffusion processes driven by stochastic differential equations in duals of nuclear spaces

This page was built for publication: Diffusion equations in duals of nuclear spaces