An uniqueness result for a class of wiener-space valued stochastic differential...

• Author(s): Oliveira, Maria João
• Date: 1999
• Persistent ID: http://hdl.handle.net/10400.2/1656
• Origin: Repositório Aberto da Universidade Aberta
• Subject(s): Bismut–Itô–Kunita formula; Bernstein processes; Infinite dimensional processes
• Document Type: Article
• Language: English

Description

Mathematics Subject Classifications (1991): 58D25; 60H07; 60H10; 60J60. 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.