On stochastic squations with respect to semimartingales III

DOI10.1080/17442508208833220zbMath0495.60067OpenAlexW2067566522WikidataQ126242904 ScholiaQ126242904MaRDI QIDQ3959220

István Gyöngy

Publication date: 1982

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508208833220

zbMATH Keywords

monotone operatorslocal martingaleinfinite dimensional Wiener processHilbert space valued martingalesIto equations in Banach spaces

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Generalizations of martingales (60G48) Signal detection and filtering (aspects of stochastic processes) (60G35) Random operators and equations (aspects of stochastic analysis) (60H25)

Related Items (53)

Strong solutions for a stochastic model of two-dimensional second grade fluids driven by Lévy noise ⋮ Approximations of stochastic partial differential equations ⋮ Finite difference schemes for linear stochastic integro-differential equations ⋮ Well-posedness of stochastic partial differential equations with Lyapunov condition ⋮ An approximation theorem of Wong-Zakai type for stochastic Navier-Stokes equations ⋮ On classical solutions of linear stochastic integro-differential equations ⋮ Stochastic evolution equations of jump type: Existence, uniqueness and large deviation princi\-ples ⋮ SPDE in Hilbert space with locally monotone coefficients ⋮ Coercivity condition for higher moment a priori estimates for nonlinear SPDEs and existence of a solution under local monotonicity ⋮ Parameter estimation in infinite-dimensional stochastic differential equations ⋮ Itô formula for processes taking values in intersection of finitely many Banach spaces ⋮ An \(L _{2}\)-theory for a class of SPDEs driven by Lévy processes ⋮ Optimal relaxed control of stochastic hereditary evolution equations with Lévy noise ⋮ Itô-Föllmer calculus in Banach spaces. I: The Itô formula ⋮ The critical variational setting for stochastic evolution equations ⋮ Comparison principle for stochastic heat equations driven by \(\alpha \)-stable white noises ⋮ Ergodicity of transition semigroups for stochastic fast diffusion equations ⋮ A Sobolev space theory for parabolic stochastic PDEs driven by Lévy processes on \(C^1\)-domains ⋮ Existence and uniqueness of solutions to nonlinear evolution equations with locally monotone operators ⋮ Hyperbolic type stochastic evolution equations with Lévy noise ⋮ A comparison principle for stochastic integro-differential equations ⋮ Multi-valued, singular stochastic evolution inclusions ⋮ WIENER–POISSON TYPE MULTIVALUED STOCHASTIC EVOLUTION EQUATIONS IN BANACH SPACES ⋮ On degenerate linear stochastic evolution equations driven by jump processes ⋮ Quasi-Linear (Stochastic) Partial Differential Equations with Time-Fractional Derivatives ⋮ INVARIANCE OF SUBSPACES UNDER THE SOLUTION FLOW OF SPDE ⋮ On the approximation of stochastic partial differential equations i ⋮ Weak and strong probabilistic solutions for a stochastic quasilinear parabolic equation with nonstandard growth ⋮ Nonlinear stochastic evolution equations of second order with damping ⋮ Stochastic nonlinear wave equation with memory driven by compensated Poisson random measures ⋮ LOCAL WELL-POSEDNESS OF MUSIELA’S SPDE WITH LÉVY NOISE ⋮ On a randomized backward Euler method for nonlinear evolution equations with time-irregular coefficients ⋮ Yosida approximations for multivalued stochastic partial differential equations driven by Lévy noise on a Gelfand triple ⋮ Random attractors for a class of stochastic partial differential equations driven by general additive noise ⋮ On discretization schemes for stochastic evolution equations ⋮ Nonlinear stochastic partial differential equations of hyperbolic type driven by Lévy-type noises ⋮ Variational solutions of stochastic partial differential equations with cylindrical Lévy noise ⋮ Strong solutions for SPDE with locally monotone coefficients driven by Lévy noise ⋮ On stochastic equations with respect to semimartingales I.^† ⋮ Wong-zakai approximation and support theorem for SPDEs with locally monotone coefficients ⋮ On the martingale decompositions of Gundy, Meyer, and Yoeurp in infinite dimensions ⋮ On \(L_p\)-solvability of stochastic integro-differential equations ⋮ On Itô formulas for jump processes ⋮ Rate of convergence of space time approximations for stochastic evolution equations ⋮ STRONG SOLUTIONS FOR STOCHASTIC POROUS MEDIA EQUATIONS WITH JUMPS ⋮ On a stochastic evolution equation ⋮ On the stochastic \(p\)-Laplace equation ⋮ ON STOCHASTIC EVOLUTION EQUATIONS WITH NON-LIPSCHITZ COEFFICIENTS ⋮ On existence and uniqueness of stochastic evolution equation with Poisson jumps ⋮ Regular dependence on initial data for stochastic evolution equations with multiplicative Poisson noise ⋮ Well-posedness of monotone semilinear SPDEs with semimartingale noise ⋮ On well-posedness of stochastic anisotropic \(p\)-Laplace equation driven by Lévy noise ⋮ Semi-linear backward stochastic integral partial differential equations driven by a Brownian motion and a Poisson point process

Cites Work

• Unnamed Item
• Stochastic evolution equations with general white noise disturbance
• Stochastic differential equations in Hilbert space
• Equations aux dérivées partielles stochastiques non linéaires. I
• Stochastic partial differential equations and filtering of diffusion processes
• On stochastic equations with respect to semimartingales I.^†
• On stochastics equations with respect to semimartingales ii. itô formula in banach spaces

This page was built for publication: On stochastic squations with respect to semimartingales III