The aim of this book is to give a systematic and self-contained presentation of the basic results on stochastic evolution equations in infinite dimensional, typically Hilbert and Banach, spaces. These are a generalization of stochastic differential equations as introduced by It and Gikhman that occur, for instance, when describing random phenomena that crop up in science and engineering, as well as in the study of differential equations. The book is divided into three parts. In the first the authors give a self-contained exposition of the basic properties of probability measures on separable Banach and Hilbert spaces, as required later; they assume a reasonable background in probability theory and finite dimensional stochastic processes. Th...
These notes have been prepared to accompany a series of lectures given at the Uni-versity of Manches...
These notes aim to take the reader from an elementary understanding of functional analysis and proba...
Providing an introduction to stochastic optimal control in infinite dimension, this book gives a com...
The systematic study of existence, uniqueness, and properties of solutions to stochastic differentia...
Stochastic partial differential equations (SPDEs) of evolution type are usually modelled as ordinary...
Stochastic processes in infinite dimensional state spaces provide a mathematical description of vari...
AbstractBasic results on stochastic differential equations in Hilbert and Banach space, linear stoch...
In this thesis we study stochastic evolution equations in Banach spaces. We restrict ourselves to th...
Basic results on stochastic differential equations in Hilbert and Banach space, linear stochastic ev...
This work consists of four chapters on some aspects of stochastic semilinear evolution equations (SP...
We prove pathwise (hence strong) uniqueness of solutions to stochastic evolution equations in Hilber...
This work consists of four chapters on some aspects of stochastic semilinear evolution equations (SP...
AbstractExistence and uniqueness theorems for stochastic evolution equations are developed in a Hilb...
Stochastic differential equations in infinite dimensional spaces are increasingly pop-ular as models...
Ce travail comporte quatre chapitres sur les équations d'évolution semilinéaires stochastiques (EDPS...
These notes have been prepared to accompany a series of lectures given at the Uni-versity of Manches...
These notes aim to take the reader from an elementary understanding of functional analysis and proba...
Providing an introduction to stochastic optimal control in infinite dimension, this book gives a com...
The systematic study of existence, uniqueness, and properties of solutions to stochastic differentia...
Stochastic partial differential equations (SPDEs) of evolution type are usually modelled as ordinary...
Stochastic processes in infinite dimensional state spaces provide a mathematical description of vari...
AbstractBasic results on stochastic differential equations in Hilbert and Banach space, linear stoch...
In this thesis we study stochastic evolution equations in Banach spaces. We restrict ourselves to th...
Basic results on stochastic differential equations in Hilbert and Banach space, linear stochastic ev...
This work consists of four chapters on some aspects of stochastic semilinear evolution equations (SP...
We prove pathwise (hence strong) uniqueness of solutions to stochastic evolution equations in Hilber...
This work consists of four chapters on some aspects of stochastic semilinear evolution equations (SP...
AbstractExistence and uniqueness theorems for stochastic evolution equations are developed in a Hilb...
Stochastic differential equations in infinite dimensional spaces are increasingly pop-ular as models...
Ce travail comporte quatre chapitres sur les équations d'évolution semilinéaires stochastiques (EDPS...
These notes have been prepared to accompany a series of lectures given at the Uni-versity of Manches...
These notes aim to take the reader from an elementary understanding of functional analysis and proba...
Providing an introduction to stochastic optimal control in infinite dimension, this book gives a com...