On solutions to stochastic differential equations with discontinuous drift in Hilbert space
From MaRDI portal
Publication:1063324
DOI10.1007/BF01455536zbMath0573.60045MaRDI QIDQ1063324
Publication date: 1985
Published in: Mathematische Annalen (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/182949
stochastic heat equation; unbounded spin systems; statistical mechanics; one-sided growth conditions; existence and uniqueness of solutions to stochastic differential equations; existence and uniqueness of weak and strong solutions; nuclear covariance operator
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60K35: Interacting random processes; statistical mechanics type models; percolation theory
Related Items
Infinite systems of stochastic differential equations and some lattice models on compact Riemannian manifolds, Lyapunov Functions and Stationary Distributions of Stochastic Evolution Equations, GLAUBER DYNAMICS FOR QUANTUM LATTICE SYSTEMS, STOCHASTIC EQUATIONS AND QUASI-INVARIANCE ON INFINITE PRODUCT GROUPS, Dirichlet forms and Dirichlet operators for infinite particle systems: Essential self-adjointness, Lyapunov-type conditions for stationary distributions of diffusion processes on hilbert spaces, Ergodicity of \(L^ 2\)-semigroups and extremality of Gibbs states, Time reversal of infinite-dimensional diffusions, Stochastic differential equations on product loop manifolds., Stochastic analysis on product manifolds: Dirichlet operators on differential forms, Convergence to equilibrium for classical and quantum spin systems, A Gibson approach to infinite-dimensional Brownian diffusions, STOCHASTIC EQUATIONS AND DIRICHLET OPERATORS ON INFINITE PRODUCT MANIFOLDS, An improved lyapunov-function approach to the behavior of diffusion processes in hilbert spaces
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A weak stochastic integral in Banach space with application to a linear stochastic differential equation
- On diffusion processes and their semigroups in Hilbert spaces with an application to interacting stochastic systems
- Infinite dimensional stochastic differential equations and their applications
- Stochastic evolution equations with general white noise disturbance
- Infinite dimensional linear systems theory
- Stochastic differential equations in Hilbert space
- Markov processes generated by linear stochastic evolution equations
- Canonical and microcanonical Gibbs states