Article ID Journal Published Year Pages File Type
1153347 Statistics & Probability Letters 2009 6 Pages PDF
Abstract
In this paper, a linear nonhomogeneous stochastic differential equation in Hilbert spaces is considered. Conditions for the existence of a stochastically bounded mild solution are found. The stationary case is also studied.
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Preview
Stochastically bounded solutions and stationary solutions of stochastic differential equations in Hilbert spaces
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