Linear equations and stochastic exponents in a Hilbert space

MaRDI QIDQ5488446zbMATHFDO

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

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)

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(4)

• scientific article; zbMATH DE number 1403123 (Why is no real title available?)
• scientific article; zbMATH DE number 3848343 (Why is no real title available?)
• Remarks on the existence and approximation for semilinear stochastic differential equations in Hilbert spaces
• Exponential estimates in exit probability for some diffusion processes in hilbert spaces

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