On stochastic evolution equations driven by continuous semimartingales

DOI10.1080/17442508808833489MaRDI QIDQ3779534zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 3644263 (Why is no real title available?)
• scientific article; zbMATH DE number 4036846 (Why is no real title available?)
• A stopped Doob inequality for stochastic convolution integrals and stochastic evolution equations
• A submartingale type inequality with applicatinos to stochastic evolution equations
• On a stochastic evolution equation
• On abstract stochastic differential equation in hilbert spaces with dissipative drift
• Semimartingales: A course on stochastic processes

Cited in

(11)

• Approximation and convergence of solutions to semilinear stochastic evolution equations with jumps
• Optimal control for semilinear evolution equations
• Upper bounds on the rate of convergence of truncated stochastic infinite-dimensional differential systems with \(H\)-regular noise
• scientific article; zbMATH DE number 2095623 (Why is no real title available?)
• Wong-Zakai approximations for stochastic differential equations
• Non autonomous semilinear stochastic evolution equations
• scientific article; zbMATH DE number 1872811 (Why is no real title available?)
• Stochastic heat equation and martingale differences
• Existence and uniqueness of solutions of semilinear stochastic infinite-dimensional differential systems with H-regular noise
• scientific article; zbMATH DE number 5213921 (Why is no real title available?)
• An extension of the Wong-Zakai theorem for stochastic evolution equations in Hilbert spaces

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