Stochastically bounded solutions and stationary solutions of stochastic differential equations in Hilbert spaces

Jiaowan Luo and Guolie Lan

Statistics & Probability Letters, 2009, vol. 79, issue 21, 2260-2265

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.

Date: 2009
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