On a quasilinear stochastic differential equation of parabolic type
- 1 January 1994
- journal article
- research article
- Published by Taylor & Francis in Stochastic Analysis and Applications
- Vol. 12 (1) , 103-129
- https://doi.org/10.1080/07362999408809340
Abstract
We consider Itö's stochastic differential equation with unbounded nonlinear “drift” opterator and Hilbert–Schmidt class “diffusion” operator. Existence and uniqueness theorems, and Makrov property of the constructed stochastic process are provedKeywords
This publication has 5 references indexed in Scilit:
- Measures and Differential Equations in Infinite-Dimensional SpacePublished by Springer Nature ,1991
- Stochastic Equations and Differential GeometryPublished by Springer Nature ,1990
- Equations aux derivees partielles stochastiques non lineairesIsrael Journal of Mathematics, 1972
- Beiträge zur Störungstheorie der SpektralzerleungMathematische Annalen, 1951
- Measure TheoryPublished by Springer Nature ,1950