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Thesis

Some problems in abstract stochastic differential equations on Banach spaces

Abstract:

This thesis studies abstract stochastic differential equations on Banach spaces. The well-posedness of abstract stochastic differential equations on such spaces is a recent result of van Neerven, Veraar and Weis, based on the theory of stochastic integration of Banach space valued processes constructed by the same authors.

We study existence and uniqueness for solutions of stochastic differential equations with (possibly infinite) delay in their inputs on UMD Banach spaces. Such pro...

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Institution:
University of Oxford
Division:
MPLS
Department:
Mathematical Institute
Oxford college:
St John's College
Role:
Author

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Division:
MPLS
Department:
Mathematical Institute
Role:
Supervisor
Publication date:
2011
Type of award:
DPhil
Level of award:
Doctoral
Awarding institution:
Oxford University, UK
Language:
English
Keywords:
Subjects:
UUID:
uuid:195c374f-3181-41b9-92d7-b375701a0b81
Local pid:
ora:6683
Deposit date:
2013-01-30

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