Yosida Approximations of Stochastic Differential Equations in Infinite Dimensions and Applications

DOI10.1007/978-3-319-45684-3zbMath1377.60004OpenAlexW2554914893MaRDI QIDQ2818816

T. E. Govindan

Publication date: 8 September 2016

Published in: Probability Theory and Stochastic Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-45684-3

zbMATH Keywords

exponential stabilitystochastic calculusmild solutionssemigroup theoryItô formulastochastic integrodifferential equationsmean-square convergenceinfinite dimensionYosida approximationHille-Yosida theoremsemilinear stochastic evolution equationscylindrical Wiener processneutral stochastic partial functional differential equationsoptimal feedback control problemstochastic evolution equations with delaysstochastic optimal control problemsweak convergence of induced probability measuresMcKean-Vlasov measure-valued evolution equationsoptimality of relaxed controls of stochastic evolution equationsrobustness in stabilitystochastic differential equations with Poisson jumpsstochastic stability theory

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Asymptotic stability in control theory (93D20) Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Robust stability (93D09) Random operators and equations (aspects of stochastic analysis) (60H25) Stochastic stability in control theory (93E15) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic integral equations (60H20) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Infinite-dimensional random dynamical systems; stochastic equations (37L55)

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