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.
Publié le : 2002-05-15
Classification:
60H10,
35R60,
60H15,
60H30
@article{1250283851,
author = {Hu, Ying and Lerner, Nicolas},
title = {On the existence and uniqueness of solutions to stochastic equations in infinite dimension with integral-Lipschitz coefficients},
journal = {J. Math. Kyoto Univ.},
volume = {42},
number = {4},
year = {2002},
pages = { 579-598},
language = {en},
url = {http://dml.mathdoc.fr/item/1250283851}
}
Hu, Ying; Lerner, Nicolas. On the existence and uniqueness of solutions to stochastic equations in infinite dimension with integral-Lipschitz coefficients. J. Math. Kyoto Univ., Tome 42 (2002) no. 4, pp. 579-598. http://gdmltest.u-ga.fr/item/1250283851/