Existence and uniqueness of solutions of semilinear stochastic infinite-dimensional differential systems with H-regular noise

DOI10.1016/J.JMAA.2006.10.012zbMATH Open1114.60052OpenAlexW1983940361MaRDI QIDQ882014FDOQ882014

Henri Schurz

Publication date: 23 May 2007

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2006.10.012

Recommendations

• A series approach to stochastic differential equations with infinite dimensional noise
• scientific article; zbMATH DE number 811484
• Remarks on the existence and approximation for semilinear stochastic differential equations in Hilbert spaces
• Existence, uniqueness and invariant measures for stochastic semilinear equations on Hilbert spaces
• scientific article; zbMATH DE number 2245610

zbMATH Keywords

stochastic partial differential equationsexistence and uniquenessstrong solutionsstochastic evolution equationsapproximate strong solutionsspace-time noisestochastic infinite-dimensional systems

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Cites Work

• Stochastic Equations in Infinite Dimensions
• On a Formula Concerning Stochastic Differentials
• ON STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Ergodicity for Infinite Dimensional Systems
• Stability of regime-switching stochastic differential equations
• Stochastic partial differential equations and filtering of diffusion processes
• On stochastics equations with respect to semimartingales ii. itô formula in banach spaces
• Title not available (Why is that?)
• Martingale solutions for stochastic Euler equations
• Title not available (Why is that?)
• 2-D Euler equation perturbed by noise
• A submartingale type inequality with applicatinos to stochastic evolution equations
• Synergetics. An introduction. Nonequilibrium phase transitions and self-organization in physics, chemistry, and biology. 3rd rev. and enl. ed
• Title not available (Why is that?)
• Numerical analysis of stochastic differential equations without tears
• Title not available (Why is that?)
• On stochastic evolution equations driven by continuous semimartingales
• General theorems for numerical approximation of stochastic processes on the Hilbert space \(H_2([0,T], \mu,\mathbb{R}^d)\)
• An axiomatic approach to numerical approximations of stochastic processes
• Title not available (Why is that?)

Cited In (5)

• Existence, uniqueness and regularity for a class of semilinear stochastic Volterra equations with multiplicative noise
• Existence, uniqueness, and energy of approximate Fourier solutions of modified stochastic sine-Gordon equation with power-law nonlinearity in 1D
• Existence, uniqueness, and stability of stochastic wave equation with cubic nonlinearities in two dimensions
• Existence, uniqueness, and stability of Fourier series solutions of stochastic wave equations with cubic nonlinearities in 3D
• Existence, uniqueness, and energy of modified stochastic sine-Gordon equation with multiplicative noise on one-dimensional domain

This page was built for publication: Existence and uniqueness of solutions of semilinear stochastic infinite-dimensional differential systems with \(H\)-regular noise

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q882014)