Ito's lemma in infinite dimensions

Cites work

Cited in

(35)

Optimal partitioned filter of stochastic distributed parameter dynamical systems with unknown initial state
Stochastic evolution equations in locally convex space
Stability of stochastic partial differential equation
Stability of semilinear stochastic evolution equations
Stochastic evolution equations and related measure processes
Asymptotic stability of the linear Ito equation in infinite dimensions
Stochastic parabolic equations of higher order in t
Adaptive boundary control of stochastic linear distributed parameter systems described by analytic semigroups
Stochastic partial differential equation models for spatially dependent predator-prey equations
Output feedback \(\mathcal {H}_\infty\) control of stochastic nonlinear time-delay systems with state and disturbance-dependent noises
Stochastic differential equations in Hilbert space
Optimal control of linear stochastic evolution equations in Hilbert spaces and uniform observability
Analysis of a spatially inhomogeneous stochastic partial differential equation epidemic model
Semilinear stochastic evolution equations: boundedness, stability and invariant measurest
Riccati equation arising in the boundary control of stochastic hyperbolic systems
Stochastic integration for operator valued processes on hilbert spaces and on nuclear spaces
Markov processes generated by linear stochastic evolution equations
Existence for a class of stochastic parabolic variational inequalities
Local behaviour of hilbert space valued stochastic integrals and the continuity of mild solutions of stochastic evolution equations
An extension of the Wong-Zakai theorem for stochastic evolution equations in Hilbert spaces
Optimal estimation problems for a linear distributed parameter system
Stability and stabilizability of stochastic evolution equations on Hilbert spaces
The Heston stochastic volatility model in Hilbert space
scientific article; zbMATH DE number 3441409 (Why is no real title available?)
Stochastic integration with respect to cylindrical Lévy processes in Hilbert spaces: an \(L^{2}\) approach
Global dynamics of a stochastic reaction–diffusion predator–prey system with space-time white noise
The regularised inertial Dean–Kawasaki equation: discontinuous Galerkin approximation and modelling for low-density regime
Optimal control strategies and continuous dependence for stochastic Hilfer fractional systems with delay: a Volterra-Fredholm integro-differential approach
Hilbert space-valued LQ mean field games: an infinite-dimensional analysis
Time optimal control results for Hilfer fractional neutral stochastic differential equations
A stochastic field theory for the evolution of quantitative traits in finite populations
Dynamics of a reaction-diffusion three-species food chain model: effect of space-time white noise
Well-posedness results for a new class of stochastic spatio-temporal SIR-type models driven by proportional pure-jump Lévy noise
New discussion on the approximate controllability of Sobolev-type Hilfer fractional stochastic mixed Volterra-Fredholm integrodifferential inclusions of order 1 < μ < 2
Direct solution of a Riccati equation arising in stochastic control theory

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