Linear stochastic differential equations in the dual of a multi-Hilbertian space

dc.contributor.author	Gawarecki, L.
dc.contributor.author	Mandrekar, V.
dc.contributor.author	Rajeev, B.
dc.date.accessioned	2009-12-03T16:35:05Z
dc.date.available	2009-12-03T16:35:05Z
dc.date.issued	2008
dc.identifier.citation	Linear stochastic differential equations in the dual of a multi-Hilbertian space / L. Gawarecki, V. Mandrekar, B. Rajeev // Theory of Stochastic Processes. — 2008. — Т. 14 (30), № 2. — С. 28–34. — Бібліогр.: 9 назв.— англ.	en_US
dc.identifier.issn	0321-3900
dc.identifier.uri	http://dspace.nbuv.gov.ua/handle/123456789/4549
dc.description.abstract	We prove the existence and uniqueness of strong solutions for linear stochastic differential equations in the space dual to a multi–Hilbertian space driven by a finite dimensional Brownian motion under relaxed assumptions on the coefficients. As an application, we consider equtions in S' with coefficients which are differential operators violating the typical growth and monotonicity conditions.	en_US
dc.language.iso	en	en_US
dc.publisher	Інститут математики НАН України	en_US
dc.title	Linear stochastic differential equations in the dual of a multi-Hilbertian space	en_US
dc.type	Article	en_US
dc.status	published earlier	en_US
dc.identifier.udc	519.21