Linear stochastic evolution equations in Hilbert space

DOI10.1016/0022-0396(78)90071-2zbMath0348.60087OpenAlexW1963654629MaRDI QIDQ1234537

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

Related Items (17)

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

Cites Work

• Stochastic evolution equations with general white noise disturbance
• Asymptotic stability of the linear Ito equation in infinite dimensions
• The Infinite-Dimensional Riccati Equation for Systems Defined by Evolution Operators
• The Separation Principle for Stochastic Evolution Equations
• Stochastic Integrals Based on Martingales Taking Values in Hilbert Space
• Controllability, Observability and Optimal Feedback Control of Affine Hereditary Differential Systems
• Unnamed Item
• Unnamed Item

This page was built for publication: Linear stochastic evolution equations in Hilbert space