On weak solutions of stochastic equations in Hilbert spaces

DOI10.1080/17442509408833868MaRDI QIDQ4840913zbMATH OpenOpenAlexFDO

Authors Dariusz Gątarek, B. Goldys

Publication date 6 November 1995

Published in Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442509408833868

zbMATH Keywords

weak solutionsGirsanov transformationcompact semigroupmartingale problemstochastic evolution equationRiemann-Liouville integralGelfand triple

Mathematics Subject Classification ID

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

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• EXISTENCE OF GLOBAL MARTINGALE SOLUTIONS TO STOCHASTIC HYPERBOLIC EQUATIONS DRIVEN BY A SPATIALLY HOMOGENEOUS WIENER PROCESS
• Perturbation of strong Feller semigroups and well-posedness of semilinear stochastic equations on Banach spaces
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• Propagation of chaos for weakly interacting mild solutions to stochastic partial differential equations
• Stochastic wave equation with Hölder noise coefficient: well-posedness and small mass limit
• Splitting-up scheme for nonlinear stochastic hyperbolic equations
• Parabolic stochastic partial differential equations with non-Lipschitz coefficients with reflection
• Stochastic two dimensional Euler equations
• A note on nonlinear stochastic equations in Hilbert spaces
• On random measures on spaces of trajectories and strong and weak solutions of stochastic equations
• On the existence of semimartingales with continuous characteristics
• Weak convergence of infinite-dimensional diffusions¹
• Invariant measures for monotone SPDEs with multiplicative noise term
• On the existence of a solution to stochastic Navier-Stokes equations
• Weak characterizations of stochastic integrability and Dudley's theorem in infinite dimensions
• Ergodic behaviour of stochastic parabolic equations
• The moment and almost surely exponential stability of stochastic heat equations
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• Weak solutions to stochastic differential equations with discontinuous drift in Hilbert space
• Fast-diffusion limit for reaction-diffusion equations with multiplicative noise
• INTEGRAL REPRESENTATIONS OF CYLINDRICAL LOCAL MARTINGALES IN EVERY SEPARABLE BANACH SPACE

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