An existence result for a linear abstract stochastic equation in Hilbert spaces

zbMath0499.60061MaRDI QIDQ1171829

Mimmo Iannelli, Giuseppe Da Prato, Luciano Tubaro

Publication date: 1982

Published in: Rendiconti del Seminario Matematico della Università di Padova (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=RSMUP_1982__67__171_0

zbMATH Keywords

linear evolution equation

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Ordinary differential equations and systems with randomness (34F05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (2)

Nonlinear stochastic partial differential equations with singular diffusivity and gradient Stratonovich noise ⋮ Stochastic evolution equations with singular drift and gradient noise via curvature and commutation conditions

Cites Work

• Linear stochastic evolution equations in Hilbert space
• Infinite dimensional linear systems theory
• Dissipative functions and finite-dimensional stochastic differential equations
• On the path regularity of a stochastic process in a hilbert space, defined by the ito integral
• Unnamed Item
• Unnamed Item

This page was built for publication: An existence result for a linear abstract stochastic equation in Hilbert spaces