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Nonlinear stochastic differential equations in infinite dimensions 

Author: Stefano Bonaccorsi a
Affiliation:   a Department of Mathematics, University of Trento, Italy
DOI: 10.1080/07362990008809673
Publication Frequency: 6 issues per year
Published in: journal Stochastic Analysis and Applications, Volume 18, Issue 3 2000 , pages 333 - 345
Formats available: PDF (English)
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Abstract

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 Xt. It turns out that the representation formula becomes a stochastic integral equation that has to be studied via anticipate calculas
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