On weak solutions of stochastic equations in Hilbert spaces

DOI10.1080/17442509408833868zbMATH Open0824.60052OpenAlexW1986450003MaRDI QIDQ4840913FDOQ4840913

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

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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)

Cited In (30)

• On Weak Solutions of Stochastic Differential Equations II
• A note on nonlinear stochastic equations in Hilbert spaces
• On the existence of semimartingales with continuous characteristics
• Absolute continuity for some one-dimensional processes
• Ergodic behaviour of stochastic parabolic equations
• Stochastic wave equation with Hölder noise coefficient: well-posedness and small mass limit
• Fast-diffusion limit for reaction-diffusion equations with multiplicative noise
• INTEGRAL REPRESENTATIONS OF CYLINDRICAL LOCAL MARTINGALES IN EVERY SEPARABLE BANACH SPACE
• Invariant measures for monotone SPDEs with multiplicative noise term
• Splitting-up scheme for nonlinear stochastic hyperbolic equations
• On the existence of a solution to stochastic Navier-Stokes equations
• Gradient estimates for stochastic evolution equations with non-Lipschitz coefficients
• Parabolic stochastic partial differential equations with non-Lipschitz coefficients with reflection
• A support theorem for parabolic stochastic PDEs with nondegenerate Hölder diffusion coefficients
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• An optimal regularity result for Kolmogorov equations and weak uniqueness for some critical SPDEs
• Connection between weak and generalized solutions to infinite-dimensional stochastic problems
• Quasipotential and exit time for 2D stochastic Navier-Stokes equations driven by space time white noise
• On pathwise uniqueness of stochastic evolution equations in Hilbert spaces
• Weak convergence of infinite-dimensional diffusions¹
• Stochastic two dimensional Euler equations
• Perturbation of strong Feller semigroups and well-posedness of semilinear stochastic equations on Banach spaces
• Weak characterizations of stochastic integrability and Dudley's theorem in infinite dimensions
• Limit theorems for cylindrical martingale problems associated with Lévy generators
• Martingale solutions and invariant measures for stochastic evolution equations in Banach spaces
• On random measures on spaces of trajectories and strong and weak solutions of stochastic equations
• The moment and almost surely exponential stability of stochastic heat equations
• Weak solutions to stochastic differential equations with discontinuous drift in Hilbert space
• EXISTENCE OF GLOBAL MARTINGALE SOLUTIONS TO STOCHASTIC HYPERBOLIC EQUATIONS DRIVEN BY A SPATIALLY HOMOGENEOUS WIENER PROCESS
• Propagation of chaos for weakly interacting mild solutions to stochastic partial differential equations

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