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On stochastic partial differential equations with Unbounded coefficients

✍ Scribed by István Gyöngy; Nicolai V. Krylov


Publisher
Springer Netherlands
Year
1992
Tongue
English
Weight
870 KB
Volume
1
Category
Article
ISSN
0926-2601

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A Stochastic Differential Equation with
✍ B.V.R. Bhat; K.B. Sinha 📂 Article 📅 1993 🏛 Elsevier Science 🌐 English ⚖ 511 KB

Unitary solutions of a class of stochastic equations (SDE) in Fock space with time-dependent unbounded operator coefficients are constructed as a limit of a random Trotter Kato product. Some special cases of quantum stochastic differential equations are studied as an application. 1993 Academic Press