Stochastic differential equations in a Banach space driven by the cylindrical Wiener process
Generalized stochastic integral from predictable operator-valued random process with respect to a cylindrical Wiener process in an arbitrary Banach space is defined. The question of existence of the stochastic integral in a Banach space is reduced to the problem of decomposability of the generalized...
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| Format: | Article |
| Language: | English |
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Elsevier
2017-04-01
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| Series: | Transactions of A. Razmadze Mathematical Institute |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2346809216300381 |