On stochastic evolution equations driven by continuous semimartingales

DOI10.1080/17442508808833489zbMATH Open0638.60073OpenAlexW2086905088MaRDI QIDQ3779534FDOQ3779534

Constantin Tudor

Publication date: 1988

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508808833489

zbMATH Keywords

stochastic evolution equationspathwise uniqueness of mild solutions

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Random operators and equations (aspects of stochastic analysis) (60H25)

Cites Work

• Semimartingales: A course on stochastic processes
• A stopped Doob inequality for stochastic convolution integrals and stochastic evolution equations
• A submartingale type inequality with applicatinos to stochastic evolution equations
• Title not available (Why is that?)
• On a stochastic evolution equation
• On abstract stochastic differential equation in hilbert spaces with dissipative drift
• Title not available (Why is that?)

Cited In (8)

• Optimal control for semilinear evolution equations
• Upper bounds on the rate of convergence of truncated stochastic infinite-dimensional differential systems with \(H\)-regular noise
• Title not available (Why is that?)
• Wong-Zakai approximations for stochastic differential equations
• Title not available (Why is that?)
• Existence and uniqueness of solutions of semilinear stochastic infinite-dimensional differential systems with \(H\)-regular noise
• Title not available (Why is that?)
• An extension of the Wong-Zakai theorem for stochastic evolution equations in Hilbert spaces

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