Publication
An uniqueness result for a class of wiener-space valued stochastic differential equations
| dc.contributor.author | Oliveira, Maria João | |
| dc.date.accessioned | 2010-11-08T11:18:47Z | |
| dc.date.available | 2010-11-08T11:18:47Z | |
| dc.date.issued | 1999 | |
| dc.description | Mathematics Subject Classifications (1991): 58D25; 60H07; 60H10; 60J60. | por |
| dc.description.abstract | 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. | por |
| dc.identifier.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 | por |
| dc.identifier.issn | 0926-2601 (Print) | |
| dc.identifier.issn | 1572-929X (Online) | |
| dc.identifier.uri | http://hdl.handle.net/10400.2/1656 | |
| dc.language.iso | eng | por |
| dc.publisher | Spring Verlag | por |
| dc.relation.publisherversion | DOI: 10.1023/A:1008655728739 | |
| dc.subject | Bismut–Itô–Kunita formula | por |
| dc.subject | Bernstein processes | por |
| dc.subject | Infinite dimensional processes | por |
| dc.title | An uniqueness result for a class of wiener-space valued stochastic differential equations | por |
| dc.type | journal article | |
| dspace.entity.type | Publication | |
| oaire.citation.endPage | 99 | por |
| oaire.citation.startPage | 77 | por |
| oaire.citation.title | Potential Analysis | por |
| person.familyName | Oliveira | |
| person.givenName | Maria João | |
| person.identifier.ciencia-id | DD1B-3964-2168 | |
| person.identifier.orcid | 0000-0002-4027-9849 | |
| person.identifier.scopus-author-id | 24473078000 | |
| rcaap.rights | openAccess | por |
| rcaap.type | article | por |
| relation.isAuthorOfPublication | 73548978-4e91-4a20-bc3c-c62106297626 | |
| relation.isAuthorOfPublication.latestForDiscovery | 73548978-4e91-4a20-bc3c-c62106297626 |