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An Uniqueness Result for a Class of Wiener-Space Valued Stochastic Differential Equations

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Abstract

We prove a generalization of Bismut-Itô-Kunita formula to infinite dimensions and derive an uniqueness result for Wiener space valued processes which holds for a special class of Bernstein processes.

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  1. Grupo de Física-Matemática da Universidade de Lisboa, Universidade Aberta and, Av. Prof. Gama Pinto, 2, P-1699, Lisboa Codex, Portugal. e-mail

    M. J. Oliveira

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  1. M. J. Oliveira
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Oliveira, M.J. An Uniqueness Result for a Class of Wiener-Space Valued Stochastic Differential Equations. Potential Analysis 11, 77–99 (1999). https://doi.org/10.1023/A:1008655728739

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