A COMPARISON THEOREM FOR STOCHASTIC EQUATIONS IN INFINITE DIMENSIONS AND APPLICATIONS

被引：0
|
作者：
Halidias, Nikolaos [1 ]
Michta, Mariusz [2 ]
机构：
[1] Univ Aegean, Dept Stat & Actuarial Financial Math, Karlovassi 83200, Samos, Greece
[2] Univ Zielona Gora, Fac Math Comp Sci & Econ, PL-65516 Zielona Gora, Poland
来源：
STOCHASTICS AND DYNAMICS | 2010年 / 10卷 / 02期
关键词：
Stochastic equations in Hilbert space; comparison theorem; increasing operators; DIFFERENTIAL-EQUATIONS;
D O I：
10.1142/S0219493710002917
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
In this paper we consider stochastic equations in Banach spaces. Our first result is a comparison theorem. As an application we prove an existence theorem in the case when the drift coefficient is nonsmooth. The present studies extend some results both for deterministic and stochastic equations in infinite dimensional case.
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页码：197 / 210
页数：14
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