Nonlinear stochastic differential equations in infinite dimensions

DOI10.1080/07362990008809673zbMath0959.60046OpenAlexW2078036517MaRDI QIDQ4487011

Stefano Bonaccorsi

Publication date: 26 April 2001

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

Full work available at URL: https://doi.org/10.1080/07362990008809673

zbMATH Keywords

stochastic partial differential equationsmild solutionsanticipative calculus

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (1)

Stochastically bounded solutions and stationary solutions of stochastic differential equations in Hilbert spaces

Cites Work

• Unnamed Item
• Anticipating Hilbert integrals with respect to a cylindrical Wiener process and associated stochastic calculus
• Stochastic evolution equations with random generators
• Stability in fully nonlinear parabolic equations
• Anticipating stochastic Volterra equations
• A submartingale type inequality with applicatinos to stochastic evolution equations
• Stochastic variation of constants formula for infinite dimensional equations
• On equivalence of solution to stochastic differential equation with antipating evolution system

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