Markov processes generated by linear stochastic evolution equations

DOI10.1080/17442508108833178MaRDI QIDQ3911170zbMATH OpenOpenAlexFDO

Authors Ruth Curtain

Publication date 1981

Published in Stochastics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442508108833178

zbMATH Keywords

Markov propertystochastic evolution equation

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Continuous-time Markov processes on general state spaces (60J25)

Cites work

• Dynamic Programming Approach to Stochastic Evolution Equations
• scientific article; zbMATH DE number 3322426 (Why is no real title available?)
• scientific article; zbMATH DE number 3383329 (Why is no real title available?)
• Infinite dimensional linear systems theory
• Ito's lemma in infinite dimensions

Cited in

(4)

• On solutions to stochastic differential equations with discontinuous drift in Hilbert space
• On a stochastic evolution equation
• Semilinear stochastic evolution equations: boundedness, stability and invariant measurest
• Existence of solutions and stability of a class of parabolic systems perturbed by generalized white noise on the boundary^∗

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