Linear stochastic evolution equations in Hilbert space

DOI10.1016/0022-0396(78)90071-2MaRDI QIDQ1234537zbMATH OpenOpenAlexFDO

Authors Akira Ichikawa

Publication date 1978

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

Full work available at URL https://doi.org/10.1016/0022-0396(78)90071-2

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cites work

• scientific article; zbMATH DE number 3503103 (Why is no real title available?)
• scientific article; zbMATH DE number 3547171 (Why is no real title available?)
• Asymptotic stability of the linear Ito equation in infinite dimensions
• Controllability, Observability and Optimal Feedback Control of Affine Hereditary Differential Systems
• Stochastic Integrals Based on Martingales Taking Values in Hilbert Space
• Stochastic evolution equations with general white noise disturbance
• The Infinite-Dimensional Riccati Equation for Systems Defined by Evolution Operators
• The Separation Principle for Stochastic Evolution Equations

Cited in

(18)

• Stochastic evolution equations in locally convex space
• Asymptotic behavior of discrete evolution families in Banach spaces
• On nonlinear stochastic evolution equations^∗
• Probabilistic interpretation for solutions of fully nonlinear stochastic pdes
• Stability of stochastic partial differential equation
• Stochastic distributed systems with point observations and boundary control: an abstract theory
• The cutoff phenomenon for the stochastic heat and wave equation subject to small Lévy noise
• Numerical solution of stochastic hyperbolic equations
• Some results on linear stochastic evolution equations in hilbert spaces by the semi–groups method
• An existence result for a linear abstract stochastic equation in Hilbert spaces
• On a stochastic evolution equation
• A note on single-step difference scheme for the solution of stochastic differential equation
• On duality between estimation and control for linear stochastic functional evolution equations in Hilbert spaces
• Stability of semilinear stochastic evolution equations
• Some properties of mild solutions of delay stochastic evolution equations
• Stabilization of partially observed stochastic evolution systems
• Stochastic partial differential equations and filtering of diffusion processes
• An approach to Ito linear equations in Hilbert spaces by approximation of white noise with coloured noise

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