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Stochastic variation of constants formula for infinite dimensional equations
Author:
Stefano Bonaccorsi a
| Affiliation: | a Department of Mathematics, University of Trento, Italy |
DOI:
10.1080/07362999908809616
Publication Frequency:
6 issues per year
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(English)
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Abstract
Given two linear, possibly unbounded, operators A and B on a Hilbert space H, we are concerned with linear nonhomogeneous equations of the form:
 . Explicit solutions can be obtained, as in the ordinary differential equation case, by means of the variation of constants formula. We use results from the stochastic calculus for anticipative integrands in order to prove our theorems
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