On the Existence Theory of Hilbert Space valued Diffusion Processes
Probability
2010-08-17 v1 Mathematical Physics
math.MP
Abstract
We prove that the solution of certain linear stochastic differential equations in Hilbert spaces, namely those with bounded operators as well as the conservative stochastic Schr\"odinger equations, can be obtained - along the lines of the Lie-Trotter product formula from semigroup theory - by splitting the equation into a ``deterministic'' and a ``stochastic'' part and alternately applying the corresponding solution flows in an iterative manner to the initial value.
Cite
@article{arxiv.1008.2682,
title = {On the Existence Theory of Hilbert Space valued Diffusion Processes},
author = {Günter Hinrichs},
journal= {arXiv preprint arXiv:1008.2682},
year = {2010}
}
Comments
43 pages, Diploma thesis