Stochastic Differential Equation for Generalized Random Processes in a Banach Space

DOI10.1137/S0040585X97985650zbMath1263.60050OpenAlexW1979005086WikidataQ115246819 ScholiaQ115246819MaRDI QIDQ4907609

Badri Mamporia

Publication date: 4 February 2013

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97985650

zbMATH Keywords

Wiener processstochastic differential equationsItō integralcovariance operatorsBanach space-valued processes

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Random operators and equations (aspects of stochastic analysis) (60H25) Stochastic integrals (60H05)

Related Items (4)

On an autoregressive process driven by a sequence of Gaussian cylindrical random variables ⋮ Stochastic differential equations in a Banach space driven by the cylindrical Wiener process ⋮ On functionals of the Wiener process in a Banach space ⋮ Unnamed Item

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