Equazioni differenziali lineari stocastiche negli spazi di Hilbert

DOI10.1007/BF02925162zbMath0485.60061OpenAlexW1969057483MaRDI QIDQ3945328

Giuseppe Da Prato

Publication date: 1980

Published in: Rendiconti del Seminario Matematico e Fisico di Milano (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02925162

zbMATH Keywords

infinitesimal generatorsemigroups of operatorsstochastic differential equation in Hilbert space

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Ordinary differential equations and systems with randomness (34F05)

Cites Work

• Unnamed Item
• Unnamed Item
• Evolutional equations of parabolic type
• Stochastic partial differential equations and filtering of diffusion processes
• On the optimal filtering of diffusion processes
• On the path regularity of a stochastic process in a hilbert space, defined by the ito integral

This page was built for publication: Equazioni differenziali lineari stocastiche negli spazi di Hilbert