Yosida Approximations of Stochastic Differential Equations in Infinite Dimensions and Applications (Q2818816)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Yosida Approximations of Stochastic Differential Equations in Infinite Dimensions and Applications |
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Yosida Approximations of Stochastic Differential Equations in Infinite Dimensions and Applications (English)
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8 September 2016
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Hille-Yosida theorem
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Yosida approximation
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semigroup theory
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stochastic calculus
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infinite dimension
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cylindrical Wiener process
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semilinear stochastic evolution equations
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Itô formula
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mild solutions
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mean-square convergence
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neutral stochastic partial functional differential equations
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McKean-Vlasov measure-valued evolution equations
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stochastic differential equations with Poisson jumps
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stochastic evolution equations with delays
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stochastic integrodifferential equations
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stochastic stability theory
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exponential stability
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robustness in stability
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weak convergence of induced probability measures
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stochastic optimal control problems
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optimality of relaxed controls of stochastic evolution equations
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optimal feedback control problem
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