Stochastic Equations in Formal Mappings
Анотація
Let us consider a nonlinear stochastic equation 1.1 $$\begin{array}{*{20}{c}} {y(t) = y(0) + \int\limits_{0}^{t} {a(\tau )(y(\tau ))d\tau + \int\limits_{0}^{t} {b(\tau )(y(\tau ))dw(\tau ),} } } & {0 \leqslant t \leqslant T} \\ \end{array}$$ in Hilbert space Y, where:
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