Journal article
Linear Equations And Stochastic Exponents In A Hilbert Space
Year:
2005Published in:
Theory of Probability and Mathematical StatisticsLinear stochastic differential equation
stochastic exponent
We consider linear stochastic differential equations in a Hilbert space and obtain general limit theorems. As a corollary, we get a result on the convergence of finite-dimensional approximations of solutions of such equations.