Differential and stochastic equations in abstract Wiener space |
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Authors: | Hui-Hsiung Kuo |
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Affiliation: | Department of Mathematics, University of Virginia, Charlottesville, Virginia 22903 U.S.A. |
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Abstract: | This paper studies the differential equation in infinite dimensional space. A Kac's type representation of solution in terms of function space integral is proved. Kac's method is modified to work nicely regardless of the dimensionality. |
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