Stochastic evolution equations in Hilbert spaces

DOI10.1007/BF01187902zbMATH Open0836.60070MaRDI QIDQ1900116FDOQ1900116

Authors: Kazufumi Ito 

Publication date: 9 April 1996

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

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zbMATH Keywords

stochastic differential equationweak convergencemaximal monotone operatorstochastic evolution equationsdiscretization schemeGelfand triplehyperbolic stochastic evolution equations

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Iterative procedures involving nonlinear operators (47J25)

Cites Work

• Approximation of some stochastic differential equations by the splitting up method
• Nonlinear semigroups in Hilbert space
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• Generation of Semi-Groups of Nonlinear Transformations on General Banach Spaces
• Stochastic evolution equations
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Cited In (29)

• A note on nonlinear stochastic equations in Hilbert spaces
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Rate of convergence of discrete approximate solutions of stochastic differential equations in a Hilbert space
• Probabilistic evolution theory for explicit autonomous ordinary differential equations: recursion of squarified telescope matrices and optimal space extension
• Stochastic evolution equations
• Stochastic Schrödinger evolution over piecewise enlarged filtrations
• Stochastic evolution equations in
• A nonlinear stochastic evolution equation in Hilbert space
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• An alternative approach to stochastic calculus for economic and financial models
• On discretization schemes for stochastic evolution equations
• Random Motion of Strings and Related Stochastic Evolution Equations with Monotone Nonlinearities
• Title not available (Why is that?)
• Title not available (Why is that?)
• Strong and weak approximation of semilinear stochastic evolution equations
• Solutions of stochastic partial differential equations as extremals of convex functionals
• Title not available (Why is that?)
• Stochastic impulse control of parabolic systems of Sobolev type
• Hilbert-space-valued super-Brownian motion and related evolution equations
• On the discretization in time of parabolic stochastic partial differential equations
• Dissipative stochastic equations in Hilbert space with time dependent coefficients
• Stochastic B-evolutions on Hilbert spaces
• Title not available (Why is that?)

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