Add to ORKGIntroduction. The aim of the paper is to establish the convergence of probability laws of solutions of certain infinite-dimensional stochastic differ-ential equations in the strong (variational) norm. This type of convergence has been previously studied in connection with investigation of ergodic and mixing properties of autonomous stochastic evolution equations. In the sim
Semilinear stochastic evolution equations with multiplicative Lévy noise and monotone nonlinear dri...
We show that if a sequence of piecewise affine linear processes converges in the strong sense with a...
AbstractIt is proved that under suitable conditions the probability laws of two arbitrary solutions ...
This thesis is focused around weak convergence analysis of approximations of stochastic evolution eq...
Semilinear stochastic evolution equations with multiplicative Lévy noise and monotone nonlinear dri...
This thesis investigates the small time asymptotics of solutions of stochastic equations in infinite...
In this book we analyze the error caused by numerical schemes for the approximation of semilinear st...
Abstract. Stochastic evolution equations in Banach spaces with unbounded nonlinear drift and diffusi...
Abstract. Stochastic evolution equations in Banach spaces with unbounded nonlinear drift and diffusi...
This thesis is focused around weak convergence analysis of approximations of sto-chastic evolution e...
The aim of this book is to give a systematic and self-contained presentation of the basic results on...
Background. Asymptotic behavior at infinity of non-autonomous stochastic differential equation solut...
AbstractThis paper develops the stochastic calculus of variations for Hilbert space-valued solutions...
This work consists of four chapters on some aspects of stochastic semilinear evolution equations (SP...
AbstractIt is proved that the solutions to the singular stochastic p-Laplace equation, p∈(1,2) and t...
Semilinear stochastic evolution equations with multiplicative Lévy noise and monotone nonlinear dri...
We show that if a sequence of piecewise affine linear processes converges in the strong sense with a...
AbstractIt is proved that under suitable conditions the probability laws of two arbitrary solutions ...
This thesis is focused around weak convergence analysis of approximations of stochastic evolution eq...
Semilinear stochastic evolution equations with multiplicative Lévy noise and monotone nonlinear dri...
This thesis investigates the small time asymptotics of solutions of stochastic equations in infinite...
In this book we analyze the error caused by numerical schemes for the approximation of semilinear st...
Abstract. Stochastic evolution equations in Banach spaces with unbounded nonlinear drift and diffusi...
Abstract. Stochastic evolution equations in Banach spaces with unbounded nonlinear drift and diffusi...
This thesis is focused around weak convergence analysis of approximations of sto-chastic evolution e...
The aim of this book is to give a systematic and self-contained presentation of the basic results on...
Background. Asymptotic behavior at infinity of non-autonomous stochastic differential equation solut...
AbstractThis paper develops the stochastic calculus of variations for Hilbert space-valued solutions...
This work consists of four chapters on some aspects of stochastic semilinear evolution equations (SP...
AbstractIt is proved that the solutions to the singular stochastic p-Laplace equation, p∈(1,2) and t...
Semilinear stochastic evolution equations with multiplicative Lévy noise and monotone nonlinear dri...
We show that if a sequence of piecewise affine linear processes converges in the strong sense with a...
AbstractIt is proved that under suitable conditions the probability laws of two arbitrary solutions ...