On the Existence Theory of Hilbert Space valued Diffusion Processes

preprint2010arXivOpen access

Abstract

We prove that the solution of certain linear stochastic differential equations in Hilbert spaces, namely those with bounded operators as well as the conservative stochastic Schrödinger equations, can be obtained - along the lines of the Lie-Trotter product formula from semigroup theory - by splitting the equation into a ``deterministic'' and a ``stochastic'' part and alternately applying the corresponding solution flows in an iterative manner to the initial value.

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