Weak convergence of probability measures of Yosida approximate mild solutions of neutral SPDEs

DOI10.1016/J.SPL.2014.07.023MaRDI QIDQ464459zbMATH OpenOpenAlexFDO

Authors T. E. Govindan

Publication date 27 October 2014

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2014.07.023

zbMATH Keywords

weak convergencemild solutionsprobability measuresneutral stochastic partial differential equationsYosida approximations

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic integral equations (60H20)

Recommendations

• Weak convergence of probability measures of Yosida approximate mild solutions of McKean-Vlasov type stochastic evolution equations
• scientific article; zbMATH DE number 18822
• Weak convergence of probability measures of Trotter-Kato approximate solutions of stochastic evolution equations
• Weak convergence of approximate solutions of stochastic equations with applications to random differential and integral equations^∗
• scientific article; zbMATH DE number 1165673
• On the convergence rates of a general class of weak approximations of SDEs
• scientific article; zbMATH DE number 4052714
• scientific article; zbMATH DE number 1337241
• Weak convergence and approximations for partial differential equations with stochastic coefficients
• Publication:3201162

Cites work

• scientific article; zbMATH DE number 3934145 (Why is no real title available?)
• scientific article; zbMATH DE number 48871 (Why is no real title available?)
• scientific article; zbMATH DE number 530009 (Why is no real title available?)
• A new iteration procedure for stochastic neutral partial functional differential equations
• A note on stochastic convolution
• A semilinear McKean-Vlasov stochastic evolution equation in Hilbert space
• Almost sure exponential stability for stochastic neutral partial functional differential equations
• Asymptotic stability theorems of semilinear stochastic evolution equations in hilbert spaces
• Discovering evolution equations with applications. Volume 2: Stochastic equations.
• Existence results for partial neutral functional differential equations with unbounded delay
• Lyapunov functionals and asymptotic stability of stochastic delay evolution equations
• Semigroups of linear operators and applications to partial differential equations
• Stability of semilinear stochastic evolution equations
• Stochastic Equations in Infinite Dimensions

Cited in

(3)

• Trotter–Kato approximations of semilinear stochastic evolution equations in Hilbert spaces
• On Yosida approximations of McKean-Vlasov type stochastic evolution equations
• Weak convergence of probability measures of Yosida approximate mild solutions of McKean-Vlasov type stochastic evolution equations

This page was built for publication: Weak convergence of probability measures of Yosida approximate mild solutions of neutral SPDEs

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q464459)