Geodesic
On linear row-finite systems of stochastic differential equations
Teoriâ veroâtnostej i ee primeneniâ, Tome 45 (2000) no. 3, pp. 596-602

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We discuss the existence of solutions of linear stochastic differential equations in $\mathbf{R}^\infty$. The existence of strong continuous (respectively, $L^p$-continuous) solutions of autonomous linear stochastic differential equations in $\mathbf{R}^\infty$ with continuous (respectively, $L^p$-continuous) right-hand sides is proved. Uniqueness conditions are obtained.
Keywords: linear stochastic differential equation, strong solution, adapted process. 
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     author = {T. S. Rybnikova},
     title = {On linear row-finite systems of stochastic differential equations},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {596--602},
     publisher = {mathdoc},
     volume = {45},
     number = {3},
     year = {2000},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_2000_45_3_a11/}
}
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T. S. Rybnikova. On linear row-finite systems of stochastic differential equations. Teoriâ veroâtnostej i ee primeneniâ, Tome 45 (2000) no. 3, pp. 596-602. http://geodesic.mathdoc.fr/item/TVP_2000_45_3_a11/