We consider solutions of affine stochastic functional differential equations on \documentclass[12pt]{minimal}
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\begin{document}$${\mathbb{R}}^d$$\end{document}. The drift of these equations is specified by a functional defined on a general function space \documentclass[12pt]{minimal}
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\begin{document}$${\mathcal{B}}$$\end{document} which is only described axiomatically. The solutions are reformulated as stochastic processes in the space \documentclass[12pt]{minimal}
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\begin{document}$${\mathcal{B}}$$\end{document}. By representing such a process in the bidual space of \documentclass[12pt]{minimal}
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\begin{document}$${\mathcal{B}}$$\end{document} we establish that the transition functions of this process form a generalized Gaussian Mehler semigroup on \documentclass[12pt]{minimal}
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\begin{document}$${\mathcal{B}}$$\end{document}. This way the process is characterized completely on \documentclass[12pt]{minimal}
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\begin{document}$${\mathcal{B}}$$\end{document} since it is Markovian.
机构:
State Univ New York Korea, Dept Appl Math & Stat, Incheon 21985, South KoreaState Univ New York Korea, Dept Appl Math & Stat, Incheon 21985, South Korea
Tran, Ky Q.
Yin, George
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机构:
Univ Connecticut, Dept Math, Storrs, CT 06269 USAState Univ New York Korea, Dept Appl Math & Stat, Incheon 21985, South Korea