Preprint enviat per a la seva publicació en una revista científica: The Annals of Probability, 1998, Vol. 26, No. 1, pp. 149–186. [http://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
We introduce the Hilbert space-valued Wiener process and the corresponding stochastic integral of ...
Stochastic Evolution Equations Petr Čoupek Doctoral Thesis Abstract Linear stochastic evolution equa...
Stochastic Evolution Equations Petr Čoupek Doctoral Thesis Abstract Linear stochastic evolution equa...
This is the published version, also available here: http://dx.doi.org/10.1214/aop/1022855415.We prov...
This is the published version, also available here: http://dx.doi.org/10.1214/aop/1022855415.We prov...
AbstractExistence and uniqueness theorems for stochastic evolution equations are developed in a Hilb...
Stochastic partial differential equations have proven useful in many applied areas of mathematics, s...
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...
AbstractExistence and uniqueness theorems for stochastic evolution equations are developed in a Hilb...
In this thesis we study stochastic evolution equations in Banach spaces. We restrict ourselves to th...
In the Thesis, linear stochastic differential equations in a Hilbert space driven by a cylindrical f...
We introduce the Hilbert space-valued Wiener process and the corresponding stochastic integral of I...
Let H be a separable real Hilbert space and let E be a real Banach space. In this paper we construct...
AbstractGeneralized stochastic integral from predictable operator-valued random process with respect...
We introduce the Hilbert space-valued Wiener process and the corresponding stochastic integral of ...
Stochastic Evolution Equations Petr Čoupek Doctoral Thesis Abstract Linear stochastic evolution equa...
Stochastic Evolution Equations Petr Čoupek Doctoral Thesis Abstract Linear stochastic evolution equa...
This is the published version, also available here: http://dx.doi.org/10.1214/aop/1022855415.We prov...
This is the published version, also available here: http://dx.doi.org/10.1214/aop/1022855415.We prov...
AbstractExistence and uniqueness theorems for stochastic evolution equations are developed in a Hilb...
Stochastic partial differential equations have proven useful in many applied areas of mathematics, s...
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...
AbstractExistence and uniqueness theorems for stochastic evolution equations are developed in a Hilb...
In this thesis we study stochastic evolution equations in Banach spaces. We restrict ourselves to th...
In the Thesis, linear stochastic differential equations in a Hilbert space driven by a cylindrical f...
We introduce the Hilbert space-valued Wiener process and the corresponding stochastic integral of I...
Let H be a separable real Hilbert space and let E be a real Banach space. In this paper we construct...
AbstractGeneralized stochastic integral from predictable operator-valued random process with respect...
We introduce the Hilbert space-valued Wiener process and the corresponding stochastic integral of ...
Stochastic Evolution Equations Petr Čoupek Doctoral Thesis Abstract Linear stochastic evolution equa...
Stochastic Evolution Equations Petr Čoupek Doctoral Thesis Abstract Linear stochastic evolution equa...