Abstract
Let us consider a nonlinear stochastic equation
in Hilbert space Y, where:
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w is a Wiener process, associated with canonical triple H + ⊂ H 0 ⊂ H_ with a Hilbert-Schmidt embedding (all Hilbert spaces are supposed to be real and separable);
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y is a non-anticipating process in Hilbert space Y;
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a and b are continuous mappings from [0, T] Ă— Y into Y and â„’2 (Y) respectively.
This work was supported, in part, by the International Soros Science Education Program (ISSEP) through grant N PSU051117.
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References
[ Daletsky Yu. L., Algebra of compositions and nonlinear equations, Kluwer Academic Publisher (1992), 277-291.
Spectorsky I. Ya., Explicit formula for solution of linear nonhomogeneous stochastic equation (in Russian) Deponed in State Science Technical Library of Ukraine 02-01-1996, 424 – UK 6
DaletskiÄ Yu.L., Paramonova S.N., Teor. Verojatnost. i Primenen. 19, (1974) , 845-849
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Spectorsky, I. (1997). Stochastic Equations in Formal Mappings. In: Stochastic Differential and Difference Equations. Progress in Systems and Control Theory, vol 23. Birkhäuser, Boston, MA. https://doi.org/10.1007/978-1-4612-1980-4_20
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DOI: https://doi.org/10.1007/978-1-4612-1980-4_20
Publisher Name: Birkhäuser, Boston, MA
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