Linear Stochastic Differential Equations in The Dual Of A Multi-Hilbertian Space
Theory of Stochastic Processes
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.
© 2008 Institute of Mathematics, the Institute of Applied Mathematics and Mechanics, and the Scientific Publishers “TBiMC”.
Gawarecki, Leszek; Mandrekar, Vidyadhar; and Rajeev, Bhaskaran, "Linear Stochastic Differential Equations in The Dual Of A Multi-Hilbertian Space" (2008). Mathematics Publications. 3.