Stochastic differential equation for generalized stochastic processes in a Banach space
Teoriâ veroâtnostej i ee primeneniâ, Tome 56 (2011) no. 4, pp. 704-725 Cet article a éte moissonné depuis la source Math-Net.Ru

Voir la notice de l'article

@article{TVP_2011_56_4_a6,
     author = {B. Mamporia},
     title = {Stochastic differential equation for generalized stochastic processes in a {Banach} space},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {704--725},
     year = {2011},
     volume = {56},
     number = {4},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_2011_56_4_a6/}
}
TY  - JOUR
AU  - B. Mamporia
TI  - Stochastic differential equation for generalized stochastic processes in a Banach space
JO  - Teoriâ veroâtnostej i ee primeneniâ
PY  - 2011
SP  - 704
EP  - 725
VL  - 56
IS  - 4
UR  - http://geodesic.mathdoc.fr/item/TVP_2011_56_4_a6/
LA  - ru
ID  - TVP_2011_56_4_a6
ER  - 
%0 Journal Article
%A B. Mamporia
%T Stochastic differential equation for generalized stochastic processes in a Banach space
%J Teoriâ veroâtnostej i ee primeneniâ
%D 2011
%P 704-725
%V 56
%N 4
%U http://geodesic.mathdoc.fr/item/TVP_2011_56_4_a6/
%G ru
%F TVP_2011_56_4_a6
B. Mamporia. Stochastic differential equation for generalized stochastic processes in a Banach space. Teoriâ veroâtnostej i ee primeneniâ, Tome 56 (2011) no. 4, pp. 704-725. http://geodesic.mathdoc.fr/item/TVP_2011_56_4_a6/

[1] Brzeźniak Z., van Neerven J. M. A. M., Veraar M. C., Weis L., “Itô's formula in UMD Banach spaces and regularity of solutions of the Zakai equation”, J. Differential Equations, 245 (2008), 30–58 | DOI | MR | Zbl

[2] Vakhaniya N. N., Tarieladze V. I., Chobanyan S. A., Veroyatnostnye raspredeleniya v banakhovykh prostranstvakh, Nauka, M., 1985, 386 pp.

[3] Khille E., Fillips R., Funktsionalnyi analiz, IL, M., 1962, 829 pp.

[4] Mamporia B. I., “Wiener processes and stochastic integrals on a Banach space”, Probab. Math. Statist., 7:1 (1986), 59–75 | MR | Zbl

[5] Mamporia B. I., “On the existence and uniqueness of a solution to a stochastic differential equation in a Banach space”, Georgian Math. J., 11:3 (2004), 515–526 | MR | Zbl

[6] McConnell T. R., “Decoupling and stochastic integration in UMD Banach spaces”, Probab. Math. Statist., 10:2 (1989), 283–295 | MR | Zbl

[7] van Neerven J. M. A. M., Weis L., “Stochastic integration of operator-valued functions with respect to Banach space-valued Brownian motion”, Potential Anal., 29:1 (2008), 65–88 | DOI | MR | Zbl

[8] Pisier G., “Martingales with values in uniformly convex spaces”, Israel J. Math., 20 (1975), 326–350 | DOI | MR | Zbl

[9] Rosiński J., Suchanecki Z., “On the space of vector-valued functions integrable with respect to the white noise”, Colloq. Math., 43:1 (1980), 183–201 | MR | Zbl

[10] Rozovskii B. L., Evolyutsionnye stokhasticheskie sistemy, Nauka, M., 1983, 208 pp.

[11] Schwartz L., Application $p$-radonifiantes, Séminaire L. Schwartz 1969/70, Exp. 11, 12

[12] Yang W. Zh., Tsai T. M., “Itô's integration on 2-smooth Banach space”, Chinese J. Math., 11 (1983), 193–206 | MR | Zbl