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
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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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