Evolution equations with white-noise boundary conditions
From MaRDI portal
Publication:4311563
DOI10.1080/17442509308833817zbMath0814.60055OpenAlexW2039161819MaRDI QIDQ4311563
Zabczyk, Jerzy, Giuseppe Da Prato
Publication date: 18 June 1995
Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442509308833817
Related Items
Stochastic Ginzburg–Landau equation on a half-line driven by the multiplicative noise ⋮ Second-order linear hyperbolic SPDEs driven by isotropic Gaussian noise on a sphere. ⋮ Gauss-Markov processes on Hilbert spaces ⋮ Stochastic Equations with Boundary Noise ⋮ Convergence to equilibrium for classical and quantum spin systems ⋮ Stochastic nonlinear Schrödinger equation with Brown-noise boundary conditions of mixed type ⋮ A linear quadratic control problem for the stochastic heat equation driven by Q-Wiener processes ⋮ A stochastic optimal control problem for the heat equation on the halfline with Dirichlet boundary-noise and boundary-control ⋮ Stochastic Switching in Infinite Dimensions with Applications to Random Parabolic PDE ⋮ Stochastic nonlinear Schrödinger equation on half-line with boundary noise ⋮ Feedback optimal control for stochastic Volterra equations with completely monotone kernels ⋮ Linear parabolic equation with Dirichlet white noise boundary conditions ⋮ Homogenization for stochastic Ginzburg-Landau equation on the half-line with fast boundary fluctuation ⋮ Stochastic evolution equations with rough boundary noise ⋮ On the parabolic Cauchy problem for quantum graphs with vertex noise ⋮ Fast transport asymptotics for stochastic RDEs with boundary noise ⋮ Stabilization of distributed systems via bilinear boundary control ⋮ On evolution equations with white-noise boundary conditions ⋮ Numerical analysis of a Neumann boundary control problem with a stochastic parabolic equation ⋮ Stochastic maximum principle for SPDEs with noise and control on the boundary ⋮ Stability radii of infinite-dimensional systems subjected to unbounded stochastic perturbations ⋮ Properties of value function and existence of viscosity solution of HJB equation for stochastic boundary control problems ⋮ Stochastic nonlinear Schrödinger equation on an upper-right quarter plane with Dirichlet random boundary ⋮ Regularity Analysis for Stochastic Complex Landau--Ginzburg Equation with Dirichlet White-Noise Boundary Conditions ⋮ Stabilization of stochastic parabolic equations with boundary-noise and boundary-control ⋮ A Functional Analytic Approach to Infinite Dimensional Stochastic Linear Systems ⋮ EQUATIONS WITH DIRICHLET BOUNDARY NOISE ⋮ Optimal control of backward stochastic heat equation with Neumann boundary control and noise ⋮ Advection-diffusion equation on a half-line with boundary Lévy noise ⋮ Optimal control of a stochastic delay partial differential equation with boundary-noise and boundary-control ⋮ Weak approximation of the stochastic wave equation ⋮ Dynamics of transport under random fluxes on the boundary ⋮ Amplitude equation for the stochastic reaction-diffusion equations with random Neumann boundary conditions ⋮ Sample paths of white noise in spaces with dominating mixed smoothness ⋮ Unnamed Item ⋮ Second-order hyperbolic s.p.d.e.’s driven by homogeneous Gaussian noise on a hyperplane ⋮ Boundary value problems of elliptic and parabolic type with boundary data of negative regularity ⋮ Controllability and qualitative properties of the solutions to SPDEs driven by boundary Lévy noise ⋮ Reductions and Deviations for Stochastic Partial Differential Equations Under Fast Dynamical Boundary Conditions ⋮ Stochastic Ginzburg-Landau equation on a half-line with Neumann type white-noise boundary conditions ⋮ Fast Diffusion Limit for Reaction-Diffusion Systems with Stochastic Neumann Boundary Conditions ⋮ Passivity of boundary controlled and observed stochastic port-Hamiltonian systems subject to multiplicative and input noise ⋮ Stochastic Schrödinger equation with Dirichlet noise boundary conditions ⋮ Stochastic Landau–Ginzburg equation with white-noise boundary conditions of Robin type ⋮ Optimal control of a stochastic delay heat equation with boundary-noise and boundary-control ⋮ Optimal control of a stochastic heat equation with boundary-noise and boundary-control ⋮ Dominant dynamics for a class of singularly perturbed stochastic partial differential equations with quadratic nonlinearities and random Neumann boundary conditions ⋮ Second order PDEs with Dirichlet white noise boundary conditions ⋮ FRACTIONAL BROWNIAN MOTION AND STOCHASTIC EQUATIONS IN HILBERT SPACES
