Title

Linear Stochastic Differential Equations in The Dual Of A Multi-Hilbertian Space

Document Type

Article

Publication Date

1-1-2008

Publication Title

Theory of Stochastic Processes

Abstract

We prove the existence and uniqueness of strong solutions for linear stochastic differential equations in the space dual to a multi–Hilbertian space driven by a finite dimensional Brownian motion under relaxed assumptions on the coefficients. As an application, we consider equtions in S' with coefficients which are differential operators violating the typical growth and monotonicity conditions.

Volume

14

Issue

2

First Page

28

Last Page

34

ISSN

0321-3900

Comments

Vol.14 (30) no.2

Rights

© 2008 Institute of Mathematics, the Institute of Applied Mathematics and Mechanics, and the Scientific Publishers “TBiMC”.

Link to Full Text

Share

COinS