Approximation einer parabolischen Itogleichung
Wilfried Grecksch
Universität Halle-Wittenberg, Germany
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Abstract
A stochastic equation of evolution on Hilbert spaces is approximated by an Ito equation with values in a Hilbert space.
Cite this article
Wilfried Grecksch, Approximation einer parabolischen Itogleichung. Z. Anal. Anwend. 5 (1986), no. 5, pp. 399–407
DOI 10.4171/ZAA/207