Browsing by Author "Mamporia, Badri"

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    Stochastic differential equations in a Banach space driven by the cylindrical Wiener process
    (Elsevier, 2017-04) Mamporia, Badri
    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