Stochastic differential equations in Hilbert space

DOI10.1016/0022-0396(71)90004-0zbMath0225.60028OpenAlexW1984977947MaRDI QIDQ2548821

Peter L. Falb, Ruth F. Curtain

Publication date: 1971

Published in: Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-0396(71)90004-0

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05)

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• On the Optimal Control of a System Governed by a Linear Parabolic Equation with White Noise Inputs
• Abstract Evolution Equations of Parabolic Type in Banach and Hilbert Spaces
• Perturbation Theory for Semi-Groups of Linear Operators

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