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2002 On the existence and uniqueness of solutions to stochastic equations in infinite dimension with integral-Lipschitz coefficients
Ying Hu, Nicolas Lerner
J. Math. Kyoto Univ. 42(3): 579-598 (2002). DOI: 10.1215/kjm/1250283851

Abstract

In this paper, we study the existence and uniqueness of solutions to stochastic equations in infinite dimension with an integral-Lipschitz condition for the coefficients.

Citation

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Ying Hu. Nicolas Lerner. "On the existence and uniqueness of solutions to stochastic equations in infinite dimension with integral-Lipschitz coefficients." J. Math. Kyoto Univ. 42 (3) 579 - 598, 2002. https://doi.org/10.1215/kjm/1250283851

Information

Published: 2002
First available in Project Euclid: 14 August 2009

zbMATH: 1037.60060
MathSciNet: MR1967224
Digital Object Identifier: 10.1215/kjm/1250283851

Subjects:
Primary: 60H10
Secondary: 35R60 , 60H15 , 60H30

Rights: Copyright © 2002 Kyoto University

Vol.42 • No. 3 • 2002
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