Equazioni differenziali lineari stocastiche negli spazi di Hilbert

DOI10.1007/BF02925162zbMath0485.60061MaRDI QIDQ3945328

Giuseppe Da Prato

Publication date: 1980

Published in: Rendiconti del Seminario Matematico e Fisico di Milano (Search for Journal in Brave)

zbMATH Keywords

infinitesimal generator; semigroups of operators; stochastic differential equation in Hilbert space

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60J60: Diffusion processes

34F05: Ordinary differential equations and systems with randomness