Stochastic Equations in Infinite Dimensions
From MaRDI portal
Publication:5966639
DOI10.1017/CBO9780511666223zbMath0761.60052MaRDI QIDQ5966639
Zabczyk, Jerzy, Giuseppe Da Prato
Publication date: 23 January 1993
control theory; Hilbert-Schmidt operators; Girsanov's theorem; nuclear operators; linear equations with additive noise; linear equations with multiplicative noise; stochastic equations in Hilbert and Banach spaces
60H30: Applications of stochastic analysis (to PDEs, etc.)
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
60-02: Research exposition (monographs, survey articles) pertaining to probability theory
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