Markov processes generated by linear stochastic evolution equations

DOI10.1080/17442508108833178zbMath0461.60078OpenAlexW2013507404MaRDI QIDQ3911170

Ruth F. Curtain

Publication date: 1981

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508108833178

zbMATH Keywords

Markov propertystochastic evolution equation

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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Cites Work

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• Infinite dimensional linear systems theory
• Ito's lemma in infinite dimensions
• Dynamic Programming Approach to Stochastic Evolution Equations