Thesis
Some problems in abstract stochastic differential equations on Banach spaces
- Abstract:
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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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Funding
+ Engineering and Physical Sciences Research Council
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Funding agency for:
Crewe, P
Bibliographic Details
- Publication date:
- 2011
- Type of award:
- DPhil
- Level of award:
- Doctoral
- Awarding institution:
- Oxford University, UK
Item Description
- Language:
- English
- Keywords:
- Subjects:
- UUID:
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uuid:195c374f-3181-41b9-92d7-b375701a0b81
- Local pid:
- ora:6683
- Deposit date:
- 2013-01-30
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