Regularity of solutions of linear stochastic equations in hilbert spaces

DOI10.1080/17442508708833480zbMATH Open0634.60053OpenAlexW2091509944MaRDI QIDQ3773004FDOQ3773004

Authors: Jerzy Zabczyk, Guiseppe Da Prato, Stanislaw Kwapień 

Publication date: 1987

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508708833480

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zbMATH Keywords

Hilbert spaceregularity of solutionsmild solutionsample path continuityregularity properties of a linear stochastic differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Sample path properties (60G17) Stochastic systems in control theory (general) (93E03)

Cites Work

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Cited In (90)

• Approximation and convergence of solutions to semilinear stochastic evolution equations with jumps
• On stochastic convolution in banach spaces and applications
• A note on nonlinear stochastic equations in Hilbert spaces
• On the existence of semimartingales with continuous characteristics
• Infinitely delayed stochastic evolution equations on UMD Banach spaces
• Approximating the coefficients in semilinear stochastic partial differential equations
• A note on stochastic convolution
• On the existence of stochastic optimal control of distributed state system
• On the continuity of pathwise solutions to Langevin equations in infinite dimensions
• A small delay and correlation time limit of stochastic differential delay equations with state-dependent colored noise
• Well-posedness of the multidimensional fractional stochastic Navier-Stokes equations on the torus and on bounded domains
• Title not available (Why is that?)
• Existence and stability of solutions for nonautonomous stochastic functional evolution equations
• Dynamics of solutions of the Cauchy problem for semilinear parabolic stochastic partial differential equations with power-law singularities
• A stochastic Stefan-type problem under first-order boundary conditions
• Non-autonomous stochastic evolution equations and applications to stochastic partial differential equations
• Mild solutions for a class of fractional SPDEs and their sample paths
• On the existence of a solution to stochastic Navier-Stokes equations
• Stochastic maximum principle for SPDEs with noise and control on the boundary
• Invariant measures for semilinear stochastic equations
• Stochastic evolution equations in UMD Banach spaces
• Maximal inequalities and exponential estimates for stochastic convolutions driven by Lévy-type processes in Banach spaces with application to stochastic quasi-geostrophic equations
• The smoothness of laws of random flags and Oseledets spaces of linear stochastic differential equations
• Regularity of solutions for a third order differential equation in Hilbert spaces
• On pathwise uniqueness for stochastic heat equations with non-Lipschitz coefficients
• On semi-\(R\)-boundedness and its applications
• Existence, uniqueness, and asymptotic behavior of mild solutions to stochastic functional differential equations in Hilbert spaces
• On the bidomain equations driven by stochastic forces
• An optimal regularity result for Kolmogorov equations and weak uniqueness for some critical SPDEs
• A stochastic convolution integral inequality
• Invariant measures for stochastic evolution equations in M-type 2 Banach spaces
• Existence and exponential stability of almost automorphic mild solutions for stochastic functional differential equations
• Pathwise uniqueness of the stochastic heat equation with spatially inhomogeneous white noise
• On the equivalence of solutions for a class of stochastic evolution equations in a Banach space
• Regularity of solutions of abstract linear evolution equations
• Existence results for linear evolution equations of parabolic type
• Fast transport asymptotics for stochastic RDEs with boundary noise
• A note on space-time Hölder regularity of mild solutions to stochastic Cauchy problems in \(L^{p}\)-spaces
• FRACTIONAL BROWNIAN MOTION AND STOCHASTIC EQUATIONS IN HILBERT SPACES
• Exponential ergodicity for stochastic Burgers and 2D Navier-Stokes equations
• Ornstein-Uhlenbeck processes with singular drifts: integral estimates and Girsanov densities
• Vector-valued stochastic delay equations -- a semigroup approach
• Limit theorems for cylindrical martingale problems associated with Lévy generators
• Non-explosion, boundedness, and ergodicity for stochastic semilinear equations
• On the continuity of Ornstein-Uhlenbeck processes in infinite dimensions
• Martingale solutions and invariant measures for stochastic evolution equations in Banach spaces
• Large deviation principle for stochastic evolution equations
• \(L ^{2}\)-theory for non-symmetric Ornstein-Uhlenbeck semigroups on domains
• Stochastic partial differential equations in \(M\)-type 2 Banach spaces
• Time regularity of generalized Ornstein-Uhlenbeck processes with Lévy noises in Hilbert spaces
• Well-posedness and optimal regularity of stochastic evolution equations with multiplicative noises
• Time regularity for stochastic Volterra equations by the dilation theorem
• On regularity property of retarded Ornstein-Uhlenbeck processes in Hilbert spaces
• Singular perturbations to semilinear stochastic heat equations
• A Note on Stochastic Burgers’ System of Equations
• Strong solutions of semilinear SPDEs with unbounded diffusion
• An extension of the Wong-Zakai theorem for stochastic evolution equations in Hilbert spaces
• Stochastic evolution equations with Volterra noise
• Normal approximation of the solution to the stochastic heat equation with Lévy noise
• Propagation of chaos for weakly interacting mild solutions to stochastic partial differential equations
• A Note on Maximal Inequality for Stochastic Convolutions
• Stochastic Reaction-Diffusion Systems With Hölder Continuous Multiplicative Noise
• Ensemble averaging for dynamical systems under fast oscillating random boundary conditions
• Controllability of stochastic semilinear functional differential equations in Hilbert spaces.
• On some regularity properties of solutions to stochastic evolution equations in Hilbert spaces
• Rate of homogenization for fully-coupled McKean–Vlasov SDEs
• Singular limit of two-scale stochastic optimal control problems in infinite dimensions by vanishing noise regularization
• A perturbation result for semi-linear stochastic differential equations in UMD Banach spaces
• Remotely almost periodicity for SDEs under the framework of evolution system
• Regularity theory for a new class of fractional parabolic stochastic evolution equations
• Schauder regularity results in separable Hilbert spaces
• Some approximation results for mild solutions of stochastic fractional order evolution equations driven by Gaussian noise
• Title not available (Why is that?)
• Non autonomous semilinear stochastic evolution equations
• Stability of Traveling Waves on Exponentially Long Timescales in Stochastic Reaction-Diffusion Equations
• Maximal inequalities for stochastic convolutions and pathwise uniform convergence of time discretisation schemes
• Regularity of Solutions to Bilinear Stochastic Wave Equations
• On temporal regularity of stochastic convolutions in \(2\)-smooth Banach spaces
• Title not available (Why is that?)
• Fréchet differentiability of mild solutions to SPDEs with respect to the initial datum
• Optimality conditions for parabolic stochastic optimal control problems with boundary controls
• Existence of weak solutions to stochastic heat equations driven by truncated \(\alpha\)-stable white noises with non-Lipschitz coefficients
• \(L^p\)-valued stochastic convolution integral driven by Volterra noise
• Modulation equation and SPDEs on unbounded domains
• Optimal regularity of stochastic evolution equations in M-type 2 Banach spaces
• Stochastic integration with respect to fractional processes in Banach spaces
• Forward invariance and Wong-Zakai approximation for stochastic moving boundary problems
• Rescaled Whittaker driven stochastic differential equations converge to the additive stochastic heat equation
• Cauchy problem of stochastic kinetic equations
• On the valleys of the stochastic heat equation

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