An operator-valued stochastic integral, III

D. Kannan

Displaying similar documents to “An operator-valued stochastic integral, III”

Hilbert-valued anticipating stochastic differential equations

Axel Grorud, David Nualart, Marta Sanz-Solé (1994)

Annales de l'I.H.P. Probabilités et statistiques

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Existence and uniqueness of solutions for non-linear stochastic partial differential equations.

Tomás Caraballo Garrido (1991)

Collectanea Mathematica

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We state some results on existence and uniqueness for the solution of non linear stochastic PDEs with deviating arguments. In fact, we consider the equation dx(t) + (A(t,x(t)) + B(t,x(a(t))) + f(t)dt = (C(t,x(b(t)) + g(t))dwt, where A(t,·), B(t,·) and C(t,·) are suitable families of non linear operators in Hilbert spaces, wt is a Hilbert valued Wiener process, and a, b are functions of delay. If A satisfies a coercivity condition and a monotonicity hypothesis, and if B, C are Lipschitz...

On the existence, uniqueness and parametric dependence on the coefficients of the solution processes in McShane's stochastic integral equations.

Adrian Constantin (1994)

Publicacions Matemàtiques

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In this paper we use the Schauder fixed point theorem and methods of integral inequalities in order to prove a result on the existence, uniqueness and parametric dependence on the coefficients of the solution processes in McShane stochastic integral equations.

Existence, uniqueness and ergodicity for the stochastic quantization equation

Dariusz Gątarek, Beniamin Gołdys (1996)

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Existence, uniqueness and ergodicity of weak solutions to the equation of stochastic quantization in finite volume is obtained as a simple consequence of the Girsanov theorem.