Nonlinear stochastic differential equations in infinite dimensions

被引：4

作者：

Bonaccorsi, S ^{[1
]}

机构：

[1] Univ Trent, Dept Math, I-38100 Trent, Italy

来源：

STOCHASTIC ANALYSIS AND APPLICATIONS | 2000年 / 18卷 / 03期

关键词：

D O I：

10.1080/07362990008809673

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

The stochastic variation of constants proved in [2] results to be an interesting tool to study properties of different classes of stochastic differential equations. In particular, we study the extension to the case of coefficients depending on the solution X-t. It turns out that the representation formula becomes a stochastic integral equation that has to be studied via anticipative calculus.

引用

页码：333 / 345

页数：13

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