Linear equations and stochastic exponents in a Hilbert space

zbMATH Open1097.60050MaRDI QIDQ5488446FDOQ5488446

Authors: Yuliya S. Mishura, G. M. Shevchenko 

Publication date: 19 September 2006

Full work available at URL: http://www.ams.org/tpms/2005-71-00/S0094-9000-05-00654-X/home.html

Recommendations

• Publication:4937767
• An approach to Ito linear equations in Hilbert spaces by approximation of white noise with coloured noise
• Remarks on the existence and approximation for semilinear stochastic differential equations in Hilbert spaces
• Asymptotic stability of some stochastic evolution equations.
• Asymptotic equivalence of the solutions of the linear stochastic Ito equations in the Hilbert space

zbMATH Keywords

convergencefinite-dimensional approximationlinear stochastic differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Equations and inequalities involving linear operators, with vector unknowns (47A50) Linear differential equations in abstract spaces (34G10) One-parameter semigroups and linear evolution equations (47D06)

Cited In (4)

• Exponential estimates in exit probability for some diffusion processes in hilbert spaces
• Title not available (Why is that?)
• Remarks on the existence and approximation for semilinear stochastic differential equations in Hilbert spaces
• Title not available (Why is that?)

This page was built for publication: Linear equations and stochastic exponents in a Hilbert space

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5488446)