Stochastic Equations in Infinite Dimensions
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Publication:5966639
DOI10.1017/CBO9780511666223zbMath0761.60052OpenAlexW4300475775MaRDI QIDQ5966639
Giuseppe Da Prato, Zabczyk, Jerzy
Publication date: 23 January 1993
Full work available at URL: https://doi.org/10.1017/cbo9780511666223
control theoryHilbert-Schmidt operatorsGirsanov's theoremnuclear operatorslinear equations with additive noiselinear equations with multiplicative noisestochastic equations in Hilbert and Banach spaces
Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
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