ON STOCHASTIC LINEAR DIFFERENTIAL EQUATIONS IN REFLEXIVE BANACH SPACES.

Nadav Berman; William L. Root

ON STOCHASTIC LINEAR DIFFERENTIAL EQUATIONS IN REFLEXIVE BANACH SPACES.

Nadav Berman, William L. Root

Department of Mechanical Engineering

Research output: Contribution to conference › Paper › peer-review

Abstract

Existence and uniqueness theorems for a class of linear stochastic differential equations in a reflexive Banach space are stated, and the development leading to them is outlined. The differential equations require a weak stochastic integral which is different from previously defined stochastic integrals.

Original language	English
Pages	9-13
Number of pages	5
State	Published - 1 Jan 1981
Event	Unknown conference - Santa Monica, CA, USA Duration: 5 Aug 1981 → 7 Aug 1981

Conference

Conference	Unknown conference
City	Santa Monica, CA, USA
Period	5/08/81 → 7/08/81

ASJC Scopus subject areas

General Engineering

Cite this

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title = "ON STOCHASTIC LINEAR DIFFERENTIAL EQUATIONS IN REFLEXIVE BANACH SPACES.",

abstract = "Existence and uniqueness theorems for a class of linear stochastic differential equations in a reflexive Banach space are stated, and the development leading to them is outlined. The differential equations require a weak stochastic integral which is different from previously defined stochastic integrals.",

author = "Nadav Berman and Root, {William L.}",

year = "1981",

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day = "1",

language = "English",

pages = "9--13",

note = "Unknown conference ; Conference date: 05-08-1981 Through 07-08-1981",

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TY - CONF

T1 - ON STOCHASTIC LINEAR DIFFERENTIAL EQUATIONS IN REFLEXIVE BANACH SPACES.

AU - Berman, Nadav

AU - Root, William L.

PY - 1981/1/1

Y1 - 1981/1/1

N2 - Existence and uniqueness theorems for a class of linear stochastic differential equations in a reflexive Banach space are stated, and the development leading to them is outlined. The differential equations require a weak stochastic integral which is different from previously defined stochastic integrals.

AB - Existence and uniqueness theorems for a class of linear stochastic differential equations in a reflexive Banach space are stated, and the development leading to them is outlined. The differential equations require a weak stochastic integral which is different from previously defined stochastic integrals.

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M3 - Paper

AN - SCOPUS:0019715958

SP - 9

EP - 13

T2 - Unknown conference

Y2 - 5 August 1981 through 7 August 1981

ER -

ON STOCHASTIC LINEAR DIFFERENTIAL EQUATIONS IN REFLEXIVE BANACH SPACES.

Abstract

Conference

ASJC Scopus subject areas

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