ON THE EXISTENCE OF SOLUTIONS TO D'-VALUED STOCHASTIC DIFFERENTIAL EQUATIONS INVOLVING EVOLUTION DRIFT

数学物理学报(英文版) ›› 1995, Vol. 15 ›› Issue (S1): 91-102.

ON THE EXISTENCE OF SOLUTIONS TO D'-VALUED STOCHASTIC DIFFERENTIAL EQUATIONS INVOLVING EVOLUTION DRIFT

吴奖伦

Predability Laboratory, Inst. of Appl. Math., Academia Sinica, Beijing 100080, China

收稿日期:1992-10-19 修回日期:1993-06-09 出版日期:1995-12-31 发布日期:1995-12-31

ON THE EXISTENCE OF SOLUTIONS TO D'-VALUED STOCHASTIC DIFFERENTIAL EQUATIONS INVOLVING EVOLUTION DRIFT

Wu Jianglun

Predability Laboratory, Inst. of Appl. Math., Academia Sinica, Beijing 100080, China

Received:1992-10-19 Revised:1993-06-09 Online:1995-12-31 Published:1995-12-31

摘要/Abstract

摘要： In this paper, nonstandard analysis is employed to present an existence theory of D'-valued stochastic differential equations involving evolution drift. And (C₀, 1)-evolution systems are also defined and investigated on dual multi-Hilbertian spaces.

关键词: Calibration (C₀, 1)-evolution system, Stable family, Stochastic differential Equations of Itô type two, Loeb spaces, Nonstandard analysis

Abstract: In this paper, nonstandard analysis is employed to present an existence theory of D'-valued stochastic differential equations involving evolution drift. And (C₀, 1)-evolution systems are also defined and investigated on dual multi-Hilbertian spaces.

Key words: Calibration (C₀, 1)-evolution system, Stable family, Stochastic differential Equations of Itô type two, Loeb spaces, Nonstandard analysis

吴奖伦. ON THE EXISTENCE OF SOLUTIONS TO D'-VALUED STOCHASTIC DIFFERENTIAL EQUATIONS INVOLVING EVOLUTION DRIFT[J]. 数学物理学报(英文版), 1995, 15(S1): 91-102.

Wu Jianglun. ON THE EXISTENCE OF SOLUTIONS TO D'-VALUED STOCHASTIC DIFFERENTIAL EQUATIONS INVOLVING EVOLUTION DRIFT[J]. Acta mathematica scientia,Series B, 1995, 15(S1): 91-102.

ON THE EXISTENCE OF SOLUTIONS TO D'-VALUED STOCHASTIC DIFFERENTIAL EQUATIONS INVOLVING EVOLUTION DRIFT

ON THE EXISTENCE OF SOLUTIONS TO D'-VALUED STOCHASTIC DIFFERENTIAL EQUATIONS INVOLVING EVOLUTION DRIFT

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