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    Stochastic differential equations in a Banach space driven by the cylindrical Wiener process

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    Date
    2017-04
    Author
    Mamporia, Badri
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    Abstract
    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 -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
    URI
    doi.org/10.1016/j.trmi.2016.10.003
    http://hdl.handle.net/123456789/1349
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    • Physics & Mathematics [63]

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