Stochastic differential equation driven by the Wiener process in a Banach space, existence and uniqueness of the generalized solution
| Autor: | Badri Mamporia |
|---|---|
| Rok vydání: | 2015 |
| Předmět: |
Mathematics::Functional Analysis
Approximation property Infinite-dimensional vector function Mathematical analysis Eberlein–Šmulian theorem Banach manifold Stochastic partial differential equation Stochastic differential equation Classical Wiener space General Earth and Planetary Sciences Applied mathematics C0-semigroup General Environmental Science Mathematics |
| Zdroj: | Pure and Applied Mathematics Journal. 4:133 |
| ISSN: | 2326-9790 |
| Popis: | In this paper the stochastic differential equation in a Banach space is considered for the case when the Wiener process in the equation is Banach space valued and the integrand non-anticipating function is operator-valued. At first the stochastic differential equation for the generalized random process is introduced and developed existence and uniqueness of solutions as the generalized random process. The corresponding results for the stochastic differential equation in a Banach space is given. In [5] we consider the stochastic differential equation in a Banach space in the case, when the Wiener process is one dimensional and the integrand non-anticipating function is Banach space valued. |
| Databáze: | OpenAIRE |
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