STOCHASTIC EVOLUTIONS DRIVEN BY NON-LINEAR WHITE NOISE
Luigi Accardi
Andreas Boukas
Abstract: We prove the existence and uniqueness theorem for stochastic differential equations
with bounded coefficients driven by the renormalized square of white noise. These equations
are interpreted as sesquilinear forms on the linear span of the exponential vectors (of the first
order white noise) and the existence theorem is established on the space of these forms.
1991 AMS Mathematics Subject Classification: Primary 81S25; Secondary
81V80.
Key words and phrases: -