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Teoriya Veroyatnostei i ee Primeneniya, 2000, Volume 45, Issue 3, Pages 596–602
DOI: https://doi.org/10.4213/tvp489 (Mi tvp489) 		 
This article is cited in 1 scientific paper (total in 1 paper)

Short Communications

On linear row-finite systems of stochastic differential equations

T. S. Rybnikova

M. V. Lomonosov Moscow State University, Faculty of Mechanics and Mathematics
Full-text PDF (462 kB) Citations (1)
DOI: https://doi.org/10.4213/tvp489
Abstract: We discuss the existence of solutions of linear stochastic differential equations in $\mathbf{R}^\infty$. The existence of strong continuous (respectively, $L^p$-continuous) solutions of autonomous linear stochastic differential equations in $\mathbf{R}^\infty$ with continuous (respectively, $L^p$-continuous) right-hand sides is proved. Uniqueness conditions are obtained.
Keywords: linear stochastic differential equation, strong solution, adapted process.
Received: 23.06.1999
English version:
Theory of Probability and its Applications, 2001, Volume 45, Issue 3, Pages 539–545
DOI: https://doi.org/10.1137/S0040585X97978488
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: T. S. Rybnikova, “On linear row-finite systems of stochastic differential equations”, Teor. Veroyatnost. i Primenen., 45:3 (2000), 596–602; Theory Probab. Appl., 45:3 (2001), 539–545
Citation in format AMSBIB
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\paper On linear row-finite systems of stochastic differential equations
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\transl
\jour Theory Probab. Appl.
\yr 2001
\vol 45
\issue 3
\pages 539--545
\crossref{https://doi.org/10.1137/S0040585X97978488}
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  • https://www.mathnet.ru/eng/tvp489
  • https://doi.org/10.4213/tvp489
  • https://www.mathnet.ru/eng/tvp/v45/i3/p596
    • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
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