Measure valued solutions for stochastic evolution equations on Hilbert space and their feedback control

DOI10.7151/dmdico.1061zbMath1122.34037OpenAlexW2329384704MaRDI QIDQ3429770

Nasir Uddin Ahmed

Publication date: 20 March 2007

Published in: Discussiones Mathematicae. Differential Inclusions, Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/6c7a308e467d2738448ec8e21d43dc9664d9582c

zbMATH Keywords

measure valued solutionsStochastic differential equationsforward Kolmogorov equation.

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear differential equations in abstract spaces (34G20)

Related Items (1)

Stochastic neutral evolution equations on Hilbert spaces with partially observed relaxed control and their necessary conditions of optimality

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