Infinite Dimensional Stochastic Cauchy Problems in Ito and Differential Forms: Comparison of Solutions

DOI10.1007/978-3-319-12577-0_92zbMath1339.47058OpenAlexW2399372534MaRDI QIDQ2949346

O. S. Starkova, Irina V. Melnikova

Publication date: 8 October 2015

Published in: Trends in Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-12577-0_92

zbMATH Keywords

weak solutionWiener processsemigroup of operatorsgeneralized solutionwhite noiseseparable Hilbert spaceregularized solutionregularized semigroupinfinite-dimensional stochastic Cauchy problem

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) One-parameter semigroups and linear evolution equations (47D06) Generalized stochastic processes (60G20) Integrated semigroups (47D62) (C)-semigroups, regularized semigroups (47D60)

Cites Work

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• Generalized solutions of differential-operator equations with singular white noise
• Structure theorems for generalized random processes
• Abstract stochastic equations. I: Classical and distributional solutions
• Abstract stochastic equations. II: Solutions in spaces of abstract stochastic distributions.
• Regularized and generalized solutions of infinite-dimensional stochastic problems
• Stochastic Differential Equations in Infinite Dimensions
• Stochastic Equations in Infinite Dimensions

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