Evolution equations driven by general stochastic measures in Hilbert space

DOI10.1137/S0040585X97T987119MaRDI QIDQ5255341zbMATH OpenOpenAlexFDO

Authors V. Radchenko

Publication date 15 June 2015

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0040585x97t987119

zbMATH Keywords

mild solutionstochastic evolution equationstochastic integration in Hilbert spacestochastic measure

Mathematics Subject Classification ID

One-parameter semigroups and linear evolution equations (47D06) Probability theory on linear topological spaces (60B11) Stochastic integrals (60H05)

Recommendations

• Measure valued solutions for stochastic evolution equations on Hilbert space and their feedback control
• On a stochastic evolution equation
• Stochastic evolution equations with respect to semimartingales in hilbert space
• Invariant measures for semilinear stochastic equations
• scientific article; zbMATH DE number 804022

Cites work

• Besov regularity of stochastic measures
• Boundedness of Vector Measures with Values in the Spaces L 0 of Bochner Measurable Functions
• FRACTIONAL BROWNIAN MOTION AND STOCHASTIC EQUATIONS IN HILBERT SPACES
• scientific article; zbMATH DE number 53996 (Why is no real title available?)
• scientific article; zbMATH DE number 193549 (Why is no real title available?)
• scientific article; zbMATH DE number 614990 (Why is no real title available?)
• scientific article; zbMATH DE number 1174437 (Why is no real title available?)
• scientific article; zbMATH DE number 1524441 (Why is no real title available?)
• scientific article; zbMATH DE number 3394479 (Why is no real title available?)
• Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion
• Integrals with Respect to Random Measures and Random Linear Functionals
• Sample Functions of Stochastic Measures and Besov Spaces
• Semigroups of linear operators and applications to partial differential equations
• Some results on linear stochastic evolution equations in hilbert spaces by the semi–groups method
• Space-Time Regularity of Solutions of the Parabolic Stochastic Cauchy Problem
• Stochastic convolution in separable Banach spaces and the stochastic linear Cauchy problem
• Stochastic Equations in Infinite Dimensions
• Stochastic evolution equations in UMD Banach spaces
• Stochastic integration of functions with values in a Banach space
• Stochastic Partial Differential Equations with Levy Noise

Cited in

(40)

• Stochastic evolution equations driven by nuclear-space-valued martingales
• Averaging principle for the heat equation driven by a general stochastic measure
• Regularity of the mild solution of a parabolic equation with stochastic measure
• On a stochastic evolution equation
• Stochastic evolution equations in Hilbert spaces
• Asymptotic properties of the parabolic equation driven by stochastic measure
• Averaging principle for a stochastic cable equation
• Approximation of solutions of the stochastic wave equation by using the Fourier series
• Generalized stochastic evolution equations
• Averaging principle for the one-dimensional parabolic equation driven by stochastic measure
• Heat equation in a multidimensional domain with a general stochastic measure
• Mild solution of the parabolic equation driven by a \(\sigma \)-finite stochastic measure
• Stochastic Fubini Theorem for Semimartingales in Hilbert Space
• scientific article; zbMATH DE number 4192807 (Why is no real title available?)
• Measure valued solutions for stochastic evolution equations on Hilbert space and their feedback control
• scientific article; zbMATH DE number 4137126 (Why is no real title available?)
• scientific article; zbMATH DE number 5295970 (Why is no real title available?)
• scientific article; zbMATH DE number 4048784 (Why is no real title available?)
• Stochastic evolution equations with respect to semimartingales in hilbert space
• scientific article; zbMATH DE number 1354965 (Why is no real title available?)
• scientific article; zbMATH DE number 530007 (Why is no real title available?)
• A dynamical system in a Hilbert space with a weakly attractive nonstationary point
• Stochastic systems governed by B-evolutions on Hilbert spaces
• Stochastic B-evolutions on Hilbert spaces
• scientific article; zbMATH DE number 1536202 (Why is no real title available?)
• scientific article; zbMATH DE number 797738 (Why is no real title available?)
• Nonlinear evolution equations for measures on infinite dimensional spaces
• Fourier series expansion of stochastic measures
• Approximation of the solution to the parabolic equation driven by stochastic measure
• The wave equation in the three-dimensional space driven by a general stochastic measure
• Approximation of solution of the cable equation driven by a stochastic measure
• Approximation of solutions of the wave equation driven by a stochastic measure
• Wave equation in the plane driven by a general stochastic measure
• Wave equation with a stochastic measure
• On the Transfer of Generalized Functions by an Evolution Flow
• Averaging principle for the wave equation driven by a stochastic measure
• The Burgers-type equation driven by a stochastic measure
• Boundary-value problem for a parabolic equation with a general stochastic measure
• Heat equation with a general stochastic measure in a bounded domain
• The Burgers-type equation on a line segment driven by a stochastic measure

This page was built for publication: Evolution equations driven by general stochastic measures in Hilbert space

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5255341)