On a stochastic evolution equation

DOI10.1016/0022-247X(87)90266-6MaRDI QIDQ1820510zbMATH OpenFDO

Authors Constantin Tudor

Publication date 1987

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0022-247X(87)90266-6

zbMATH Keywords

existence and pathwise uniqueness for mild solutionsmulti-valued stochastic termsstochastic evolution equation on a real separable Hilbert space

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Random operators and equations (aspects of stochastic analysis) (60H25)

Review text

The author considers existence and pathwise uniqueness for mild solutions of a stochastic evolution equation on a real separable Hilbert space. The class of stochastic evolution equations is more general as it includes multi-valued stochastic terms.

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Cited in

(17)

• A viability theorem of stochastic semilinear evolution equations
• Multi-valued, singular stochastic evolution inclusions
• Stochastic quasi-linear partial differential equations of evolution
• Quadratic Control for Stochastic Systems Defined by Evolution Operators and Square Integrable Martingales
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• A nonlinear stochastic evolution equation in Hilbert space
• On stochastic evolution equations driven by continuous semimartingales
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• Evolution equations driven by general stochastic measures in Hilbert space
• Optimal control for semilinear evolution equations
• Governing stochastic equation for a self-similar random process
• A stochastic nonlinear evolution equation
• On the stochastic Benjamin--Ono equation

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