Remarks on the existence and approximation for semilinear stochastic differential equations in Hilbert spaces

DOI10.1081/SAP-120004113zbMath1002.60058MaRDI QIDQ3146472

Mohamed Erraoui, Y. Elboukfaoui

Publication date: 7 January 2003

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

zbMATH Keywords

Euler schemestochastic evolution equationscontinuous dependence on coefficients

Mathematics Subject Classification ID

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

Related Items (12)

A note on the existence and uniqueness of the solution to neutral stochastic functional differential equations with infinite delay ⋮ Approximate mild solutions of fractional stochastic evolution equations in Hilbert spaces ⋮ Approximate controllability of backward stochastic evolution equations in Hilbert spaces ⋮ Existence and uniqueness of solutions for a class of nonlinear stochastic differential equations ⋮ Existence and uniqueness of the solution to the Cauchy problem for the stochastic reaction-diffusion differential equation of neutral type ⋮ On pathwise uniqueness of stochastic evolution equations in Hilbert spaces ⋮ Remarks on the existence and uniqueness of the solutions to stochastic functional differential equations with infinite delay ⋮ The stochastic parabolic partial differential equation with non-Lipschitz coefficients on the unbounded domain ⋮ Fast-diffusion limit for reaction-diffusion equations with multiplicative noise ⋮ Abstract semilinear stochastic Itô-Volterra integrodifferential equations ⋮ Stochastic Differential Equations with Non-Lipschitz Coefficients in Hilbert Spaces ⋮ Existence and Uniqueness Results for Neutral SDEs in Hilbert Spaces

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