圆柱维纳过程驱动的巴拿赫空间中的随机微分方程

IF 0.3 Q4 MATHEMATICS
Badri Mamporia
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引用次数: 0

摘要

定义了任意Banach空间中圆柱形Wiener过程的可预测算子值随机过程的广义随机积分。将巴拿赫空间中随机积分的存在性问题简化为广义随机元的可分解性问题。给出了p-绝对和算子形式的随机积分存在的充分条件。研究一类广义随机过程的随机微分方程,给出了其解的存在唯一性。因此,给出了任意Banach空间中随机微分方程的相应结果。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Stochastic differential equations in a Banach space driven by the cylindrical Wiener process

Generalized stochastic integral from predictable operator-valued random process with respect to a cylindrical Wiener process in an arbitrary Banach space is defined. The question of existence of the stochastic integral in a Banach space is reduced to the problem of decomposability of the generalized random element. The sufficient condition of existence of the stochastic integral in terms of p-absolutely summing operators is given. The stochastic differential equation for generalized random processes is considered and existence and uniqueness of the solution is developed. As a consequence, the corresponding results of the stochastic differential equations in an arbitrary Banach space are given.

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来源期刊
CiteScore
0.50
自引率
50.00%
发文量
0
审稿时长
22 weeks
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