In a certain Banach space called an M-type 2 Banach space (including Hilbert spaces), we consider a set-valued stochastic differential equation with a set-valued drift term and a single valued diffusion term, under the Lipschitz continuity conditions, and we prove the existence and uniqueness of strong solutions which are continuous in the Hausdorff distance
We prove that the solution of certain linear stochastic differential equations in Hilbert spaces, na...
Abstract. We discuss existence, uniqueness, and space-time Hölder regular-ity for solutions of the ...
Abstract. Using the theory of stochastic integration for processes with values in a UMD Banach space...
This paper offers an existence result for finite dimensional stochastic differential inclusions with...
In the paper, we consider a set-valued stochastic equation with stochastic perturbation in a Banach ...
AbstractI considered if solutions of stochastic differential equations have their density or not whe...
In this paper, we will consider the existence of a strong solution for stochastic differential equat...
We prove the existence and uniqueness of strong solutions for linear stochastic differential equatio...
SIGLEAvailable from TIB Hannover: RO 5073(508) / FIZ - Fachinformationszzentrum Karlsruhe / TIB - Te...
AbstractWe discuss existence, uniqueness, and space–time Hölder regularity for solutions of the para...
We prove pathwise (hence strong) uniqueness of solutions to stochastic evolution equations in Hilber...
We prove pathwise uniqueness for a class of stochastic differential equations (SDE) on a Hilbert spa...
We study the existence of weak variational solutions in a Gelfand triplet of real separable Hilbert ...
This thesis studies abstract stochastic differential equations on Banach spaces. The well-posedness ...
In this thesis we study stochastic evolution equations in Banach spaces. We restrict ourselves to th...
We prove that the solution of certain linear stochastic differential equations in Hilbert spaces, na...
Abstract. We discuss existence, uniqueness, and space-time Hölder regular-ity for solutions of the ...
Abstract. Using the theory of stochastic integration for processes with values in a UMD Banach space...
This paper offers an existence result for finite dimensional stochastic differential inclusions with...
In the paper, we consider a set-valued stochastic equation with stochastic perturbation in a Banach ...
AbstractI considered if solutions of stochastic differential equations have their density or not whe...
In this paper, we will consider the existence of a strong solution for stochastic differential equat...
We prove the existence and uniqueness of strong solutions for linear stochastic differential equatio...
SIGLEAvailable from TIB Hannover: RO 5073(508) / FIZ - Fachinformationszzentrum Karlsruhe / TIB - Te...
AbstractWe discuss existence, uniqueness, and space–time Hölder regularity for solutions of the para...
We prove pathwise (hence strong) uniqueness of solutions to stochastic evolution equations in Hilber...
We prove pathwise uniqueness for a class of stochastic differential equations (SDE) on a Hilbert spa...
We study the existence of weak variational solutions in a Gelfand triplet of real separable Hilbert ...
This thesis studies abstract stochastic differential equations on Banach spaces. The well-posedness ...
In this thesis we study stochastic evolution equations in Banach spaces. We restrict ourselves to th...
We prove that the solution of certain linear stochastic differential equations in Hilbert spaces, na...
Abstract. We discuss existence, uniqueness, and space-time Hölder regular-ity for solutions of the ...
Abstract. Using the theory of stochastic integration for processes with values in a UMD Banach space...