Representation theorem for stochastic differential equations in Hilbert spaces and its applications

MaRDI QIDQ3594950zbMATH OpenFDO

Authors V. M. Ungureanu

Publication date 9 August 2007

Full work available at URL https://eudml.org/doc/53335, http://www.utgjiu.ro/math/sma/v01/a11.html

zbMATH Keywords

Lyapunov equationsuniform exponential dichotomyuniform exponential stabilityuniform observability

Mathematics Subject Classification ID

Asymptotic behavior of solutions to PDEs (35B40) Infinite-dimensional random dynamical systems; stochastic equations (37L55) Geometries with differentiable structure (51H25) Foliations (differential geometric aspects) (53C12) Hyper-Kähler and quaternionic Kähler geometry, ``special geometry (53C26) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Observability (93B07)

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• ${\cal H}$-Representation and Applications to Generalized Lyapunov Equations and Linear Stochastic Systems

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