On stochastic evolution equations driven by continuous semimartingales

DOI10.1080/17442508808833489zbMATH Open0638.60073OpenAlexW2086905088MaRDI QIDQ3779534FDOQ3779534

Authors: Constantin Tudor 

Publication date: 1988

Published in: Stochastics (Search for Journal in Brave)

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

Recommendations

• Approximation and convergence of solutions to semilinear stochastic evolution equations with jumps
• On a nonlinear stochastic evolution equation
• On a stochastic evolution equation
• A UNIFIED EXISTENCE AND UNIQUENESS THEOREM FOR STOCHASTIC EVOLUTION EQUATIONS
• Existence and stability of solutions of stochastic semilinear evolution equations.

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

This page was built for publication: On stochastic evolution equations driven by continuous semimartingales

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3779534)