This is the published version, also available here: http://dx.doi.org/10.1214/aop/1022855415.We prove the existence of a unique mild solution for a stochastic evolution equation on a Hilbert space driven by a cylindrical Wiener process. The generator of the corresponding evolution system is supposed to be random and adapted to the filtration generated by the Wiener process. The proof is based on a maximal inequality for the Skorohod integral deduced from the Itô’s formula for this anticipating stochastic integral
AbstractExistence and uniqueness of the mild solutions for stochastic differential equations for Hil...
The aim of this paper is threefold. Firstly, we study stochastic evolution equations (with the linea...
This is the published version, also available here: http://dx.doi.org/10.1214/aop/1019160111.We stud...
This is the published version, also available here: http://dx.doi.org/10.1214/aop/1022855415.We prov...
Preprint enviat per a la seva publicació en una revista científica: The Annals of Probability, 1998,...
AbstractExistence and uniqueness theorems for stochastic evolution equations are developed in a Hilb...
These notes aim to take the reader from an elementary understanding of functional analysis and proba...
Let H be a separable Hilbert space. Suppose (Ω, F, Ft, P) is a complete stochastic basis with a righ...
Let H be a separable Hilbert space. Suppose (Ω, F, Ft, P) is a complete stochastic basis with a righ...
Let H be a separable real Hilbert space and let E be a real Banach space. In this paper we construct...
In this thesis we investigate stochastic evolution equations for random fields X: Omega x [0; T] x U...
In this paper we study the existence of a unique solution for linear stochastic differential equatio...
AbstractExistence and uniqueness theorems are proved for a general class of stochastic linear abstra...
We consider the stochastic evolution equation du = Audt + G(u)dω, u(0) = u0 in a separable Hilbert s...
We prove pathwise (hence strong) uniqueness of solutions to stochastic evolution equations in Hilber...
AbstractExistence and uniqueness of the mild solutions for stochastic differential equations for Hil...
The aim of this paper is threefold. Firstly, we study stochastic evolution equations (with the linea...
This is the published version, also available here: http://dx.doi.org/10.1214/aop/1019160111.We stud...
This is the published version, also available here: http://dx.doi.org/10.1214/aop/1022855415.We prov...
Preprint enviat per a la seva publicació en una revista científica: The Annals of Probability, 1998,...
AbstractExistence and uniqueness theorems for stochastic evolution equations are developed in a Hilb...
These notes aim to take the reader from an elementary understanding of functional analysis and proba...
Let H be a separable Hilbert space. Suppose (Ω, F, Ft, P) is a complete stochastic basis with a righ...
Let H be a separable Hilbert space. Suppose (Ω, F, Ft, P) is a complete stochastic basis with a righ...
Let H be a separable real Hilbert space and let E be a real Banach space. In this paper we construct...
In this thesis we investigate stochastic evolution equations for random fields X: Omega x [0; T] x U...
In this paper we study the existence of a unique solution for linear stochastic differential equatio...
AbstractExistence and uniqueness theorems are proved for a general class of stochastic linear abstra...
We consider the stochastic evolution equation du = Audt + G(u)dω, u(0) = u0 in a separable Hilbert s...
We prove pathwise (hence strong) uniqueness of solutions to stochastic evolution equations in Hilber...
AbstractExistence and uniqueness of the mild solutions for stochastic differential equations for Hil...
The aim of this paper is threefold. Firstly, we study stochastic evolution equations (with the linea...
This is the published version, also available here: http://dx.doi.org/10.1214/aop/1019160111.We stud...