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WROCŁAW UNIVERSITY
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Contents of PMS, Vol. 22, Fasc. 1,
pages 141 - 154
 

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: -

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