An uniqueness result for a class of wiener-space valued stochastic differential equations

Oliveira, Maria João

http://hdl.handle.net/10400.2/1656

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Authors

Oliveira, Maria João

Abstract(s)

We prove a generalization of Bismut-Itô-Kunita formula to infinite dimensions and derive an uniqueness result for Wiener space valued processes which holds for a special class of Bernstein processes.

Description

Mathematics Subject Classifications (1991): 58D25; 60H07; 60H10; 60J60.

Keywords

Bismut–Itô–Kunita formula Bernstein processes Infinite dimensional processes

URI

http://hdl.handle.net/10400.2/1656

Citation

Oliveira, M. J.- An uniqueness result for a class of Wiener space valued stochastic differential equations. "Potential Analysis" [Em linha]. ISSN 0926-2601 (Print) 1572-929X (Online). Vol. 11, nº 1 (1999), p. 77-99