Abstract

%\baselineskip 24pt We discuss the existence of solutions of linear stochastic differential equations in~$\bf{R}^\infty$. The existence of strong continuous (respectively, \hbox{$L^p$-con}\-tinuous) solutions of autonomous linear stochastic differential equations in $\bf{R}^\infty$ with continuous (respectively, \hbox{$L^p$-con}\-tinuous) right-hand sides is proved. Uniqueness conditions are obtained.

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