Article
Linear Stochastic Differential Equations in The Dual Of A Multi-Hilbertian Space
Theory of Stochastic Processes
Document Type
Article
Publication Date
1-1-2008
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.
Disciplines
Rights
© 2008 Institute of Mathematics, the Institute of Applied Mathematics and Mechanics, and the Scientific Publishers “TBiMC”.
Citation Information
Leszek Gawarecki, Vidyadhar Mandrekar and Bhaskaran Rajeev. "Linear Stochastic Differential Equations in The Dual Of A Multi-Hilbertian Space" Theory of Stochastic Processes Vol. 14 Iss. 2 (2008) p. 28 - 34 ISSN: 0321-3900 Available at: http://works.bepress.com/leszek-gawarecki/11/
Vol.14 (30) no.2