Acta mathematica scientia,Series B ›› 1995, Vol. 15 ›› Issue (S1): 91-102.

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

Wu Jianglun   

  1. 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

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

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