Timeline for Existence of solution to SDE with perscribed initial and terminal conditions
Current License: CC BY-SA 3.0
6 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Jun 19 at 16:17 | vote | accept | ABIM | ||
| Aug 15, 2016 at 19:30 | history | edited | Nawaf Bou-Rabee | CC BY-SA 3.0 |
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| Aug 15, 2016 at 19:28 | comment | added | Nawaf Bou-Rabee | The Wiener processes in the SPDEs appearing in those references are all cylindrical. | |
| Aug 15, 2016 at 19:19 | comment | added | ABIM | Thank you very much. I was wondering, is there a reference which deals with these constructions for diffusions driven by cylindrical Wiener processes? This is the particular version I would need, if it exists. | |
| Aug 15, 2016 at 19:18 | vote | accept | ABIM | ||
| Jun 19 at 16:16 | |||||
| Aug 15, 2016 at 19:17 | history | answered | Nawaf Bou-Rabee | CC BY-SA 3.0 |