Abstract

Stochastic Ito equations with additive and multiplicative noise in separable Hilbert spaces are studied by reducing them to differential-operator equations in spaces of generalized Hilbert space-valued random variables. Results on the existence and uniqueness of solutions in these spaces are obtained by using the S-transform technique and methods of the theory of semigroups of linear operators.

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.