Stochastic evolution equations with general white noise disturbance

DOI10.1016/0022-247X(77)90002-6zbMath0367.60067MaRDI QIDQ1242378

Ruth F. Curtain

Publication date: 1977

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

Mathematics Subject Classification ID

Ordinary differential equations and systems with randomness (34F05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic integral equations (60H20) Differential equations in abstract spaces (34G99)

Related Items (17)

Convergence of solutions of one–dimensional stochastic heat equations¹ ⋮ Stochastic evolution equations in locally convex space ⋮ Filtering and controal of stochastic differential equations with unbounded coefficients ⋮ Stability analysis of switched stochastic systems ⋮ Stability of stochastic partial differential equation ⋮ Constrained stochastic controllability of infinite-dimensional linear systems ⋮ A reduced basis Kalman filter for parametrized partial differential equations ⋮ Method of regularization for second-order stochastic^∗ ⋮ Stochastic evolution equations ⋮ An approach to Ito linear equations in Hilbert spaces by approximation of white noise with coloured noise ⋮ Stochastic distributed systems with point observations and boundary control: an abstract theory ⋮ Stochastic partial differential equations and filtering of diffusion processes ⋮ Linear stochastic evolution equations in Hilbert space ⋮ Stabilization of partially observed stochastic evolution systems ⋮ Some results on linear stochastic evolution equations in hilbert spaces by the semi–groups method ⋮ On solutions to stochastic differential equations with discontinuous drift in Hilbert space ⋮ On stochastic squations with respect to semimartingales III

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Hereditary differential systems with constant delays. II: A class of affine systems and the adjoint problem
• Stochastic optimization theory in Hilbert spaces. I
• Stochastic differential equations in Hilbert space
• Application of duality theory to a class of composite cost control problems
• Stochastic Integrals in Abstruct Wiener Space II: Regularity Properties
• [https://portal.mardi4nfdi.de/wiki/Publication:4089599 Une formule d'isom�trie pour l'int�grale stochastique hilbertienne et �quations d'�volution lin�aires stochastiques]
• Estimation Theory for Abstract Evolution Equations Excited by General White Noise Processes
• The Infinite-Dimensional Riccati Equation for Systems Defined by Evolution Operators
• Infinite-dimensional elliptic operators and parabolic equations connected with them
• Abstract Evolution Equations of Parabolic Type in Banach and Hilbert Spaces

This page was built for publication: Stochastic evolution equations with general white noise disturbance