Barbu, Viorel; Brzeźniak, Zdzisław; Hausenblas, Erika; … - In: Stochastic Processes and their Applications 123 (2013) 3, pp. 934-951
The solution Xn to a nonlinear stochastic differential equation of the form dXn(t)+An(t)Xn(t)dt−12∑j=1N(Bjn(t))2Xn(t)dt=∑j=1NBjn(t)Xn(t)dβjn(t)+fn(t)dt, Xn(0)=x, where βjn is a regular approximation of a Brownian motion βj, Bjn(t) is a family of linear continuous operators from V to H...
