Stochastics · 1988 · 184 citations · 3 references
EngineeringMathematicsProbability TheoryStochastic ProcessesContinuous-time Stochastic ProcessesGaussian ProcessesRegular SolutionsStochastic CalculusStochastic Differential EquationsMild SolutionsOperator SemigroupsStrong SolutionsWeak Solutions
Abstract The paper gives sufficient, and in some cases necessary and sufficient, conditions for the mild solution of a stochastic linear equation to be regular both "in time" and "in space" or to be the strong solution Keywords: Stochastic linear equationsGaussian processmild solutionssemigroupsanalytic semigroups
3
Stochastic differential equations in Hilbert space
Ruth F. Curtain, Peter Falb · Journal of Differential Equations · 1971 · 157 citations
Engineering, Mathematics, Physics +14