A series approach to stochastic differential equations with infinite dimensional noise
type: Item
instance of: scholarly article
title: A series approach to stochastic differential equations with infinite dimensional noise
zbMATH Open document ID: 1065.60057
published in: Integral Equations and Operator Theory
publication date: 2005-04-29T00:00:00Z
review text: By means of a series of Itô integrals, existence and uniqueness results are proved for semilinear stochastic differential equations in Hilbert spaces with Lipschitz nonlinearities driven by sequences of Brownian motions.
Mathematics Subject Classification ID: 60H05
Mathematics Subject Classification ID: 60H20
zbMATH DE Number: 2162373
zbMATH Keywords: Infinite-dimensional noise
zbMATH Keywords: Itô integral
zbMATH Keywords: mild solution
zbMATH Keywords: semi-linear stochastic differential equation
zbMATH Keywords: series expansion
zbMATH Keywords: weak uniqueness
author: O. W. van Gaans
reviewed by: George Stoica
MaRDI profile type: Publication
full work available at URL: s00020-003-1258-4
OpenAlex ID: W2073843390
DOI: 10.1007/S00020-003-1258-4
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description: scientific article; zbMATH DE number 2162373