A weak stochastic integral in Banach space with application to a linear stochastic differential equation

DOI10.1007/BF01448381zbMath0534.60048OpenAlexW2013144263WikidataQ115393508 ScholiaQ115393508MaRDI QIDQ790532

William L. Root, Nadav Berman

Publication date: 1983

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01448381

zbMATH Keywords

cylindrical stochastic process in Banach spacecylindrical Wiener process in Banach spacelinear stochastic differential equations in Banach space

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05)

Related Items

On an autoregressive process driven by a sequence of Gaussian cylindrical random variables, On solutions to stochastic differential equations with discontinuous drift in Hilbert space

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