Stochastic Differential Equations: A Wiener Chaos Approach

  • Sergey Lototsky
  • Boris Rozovskii


Strong Solution Stochastic Equation Traditional Solution Wick Product Stochastic Basis 
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Copyright information

© Springer-Verlag Berlin Heidelberg 2006

Authors and Affiliations

  • Sergey Lototsky
    • 1
  • Boris Rozovskii
    • 2
  1. 1.Department of MathematicsUSC Los AngelesUSA
  2. 2.Department of MathematicsUSC Los AngelesUSA

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