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

Oliveira, Maria João2010-11-082010-11-081999Oliveira, 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. 77-990926-2601 (Print)1572-929X (Online)http://hdl.handle.net/10400.2/1656Mathematics Subject Classifications (1991): 58D25; 60H07; 60H10; 60J60.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.engBismut–Itô–Kunita formulaBernstein processesInfinite dimensional processesAn uniqueness result for a class of wiener-space valued stochastic differential equationsjournal article