Linear Stochastic Differential Equations in a Banach Space

DOI10.1137/S0040585X97T988150zbMath1378.60085OpenAlexW2678500079MaRDI QIDQ5269815

Badri Mamporia

Publication date: 28 June 2017

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

Full work available at URL: https://doi.org/10.1137/s0040585x97t988150

zbMATH Keywords

stochastic differential equationWiener processlinear differential equationItô's formulaItô stochastic integralcovariance operators in a Banach space

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)

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