ON SOLUTIONS TO STOCHASTIC DIFFERENTIAL-EQUATIONS WITH DISCONTINUOUS DRIFT IN HILBERT-SPACE

被引:22
作者
LEHA, G [1 ]
RITTER, G [1 ]
机构
[1] UNIV PASSAU,FAK MATH & INFORMAT,D-8390 PASSAU,FED REP GER
关键词
D O I
10.1007/BF01455536
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
引用
收藏
页码:109 / 123
页数:15
相关论文
共 17 条
[1]   A WEAK STOCHASTIC INTEGRAL IN BANACH-SPACE WITH APPLICATION TO A LINEAR STOCHASTIC DIFFERENTIAL-EQUATION [J].
BERMAN, N ;
ROOT, WL .
APPLIED MATHEMATICS AND OPTIMIZATION, 1983, 10 (02) :97-125
[2]  
Bourbaki N., 1974, TOPOLOGIE GENERALE
[3]  
Curtain R. F., 1981, Stochastics, V5, P135, DOI 10.1080/17442508108833178
[4]   STOCHASTIC EVOLUTION EQUATIONS WITH GENERAL WHITE NOISE DISTURBANCE [J].
CURTAIN, RF .
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 1977, 60 (03) :570-595
[5]   STOCHASTIC DIFFERENTIAL EQUATIONS IN HILBERT SPACE [J].
CURTAIN, RF ;
FALB, PL .
JOURNAL OF DIFFERENTIAL EQUATIONS, 1971, 10 (03) :412-&
[6]  
CURTAIN RF, 1978, LECTURE NOTES CONTRO, V8
[7]  
CURTAIN RF, 1979, LECTURE NOTES CONTRO, V16, P61
[8]  
Da Prato G, 1979, B UNIONE MAT ITAL, V16, P168
[9]  
DIEUDONNE J, 1969, F MODERN ANAL
[10]  
DOSS H, 1979, Z WAHR THEOR VERW GE, V46, P125