Add to ORKGWe introduce the Hilbert space-valued Wiener process and the corresponding stochastic integral of Ito type. This is then used together with semigroup theory to obtain existence and uniqueness of weak solutions of linear and semilinear stochastic evolution problems in Hilbert space. Finally, this abstract theory is applied to the linear heat and wave equations driven by additive noise
Stochastic partial differential equations have proven useful in many applied areas of mathematics, s...
An existence and uniqueness theorem is proved for a quasilinear stochastic evolution equation with a...
Let X be a real separable Hilbert space. Let Q be a linear, bounded, positive and compact operator o...
We introduce the Hilbert space-valued Wiener process and the corresponding stochastic integral of It...
We introduce the Hilbert space-valued Wiener process and the corresponding stochastic integral of I...
We introduce the Hilbert space-valued Wiener process and the corresponding stochastic integral of ...
AbstractIn this paper linear stochastic integral evolution equations are studied. They are associate...
AbstractExistence and uniqueness theorems for stochastic evolution equations are developed in a Hilb...
Ito's stochastic integral is defined with respect to a Wiener process taking values in a locally con...
Stochastic partial differential equations (SPDEs) of evolution type are usually modelled as ordinary...
Stochastic partial differential equations (SPDEs) of evolution type are usually modelled as ordinary...
We prove that the solution of certain linear stochastic differential equations in Hilbert spaces, na...
AbstractExistence and uniqueness theorems are proved for a general class of stochastic linear abstra...
We consider stochastic evolution equations (SEEs) of parabolic type in Hilbert space with smooth coe...
Barbu V, Röckner M. An operatorial approach to stochastic partial differential equations driven by l...
Stochastic partial differential equations have proven useful in many applied areas of mathematics, s...
An existence and uniqueness theorem is proved for a quasilinear stochastic evolution equation with a...
Let X be a real separable Hilbert space. Let Q be a linear, bounded, positive and compact operator o...
We introduce the Hilbert space-valued Wiener process and the corresponding stochastic integral of It...
We introduce the Hilbert space-valued Wiener process and the corresponding stochastic integral of I...
We introduce the Hilbert space-valued Wiener process and the corresponding stochastic integral of ...
AbstractIn this paper linear stochastic integral evolution equations are studied. They are associate...
AbstractExistence and uniqueness theorems for stochastic evolution equations are developed in a Hilb...
Ito's stochastic integral is defined with respect to a Wiener process taking values in a locally con...
Stochastic partial differential equations (SPDEs) of evolution type are usually modelled as ordinary...
Stochastic partial differential equations (SPDEs) of evolution type are usually modelled as ordinary...
We prove that the solution of certain linear stochastic differential equations in Hilbert spaces, na...
AbstractExistence and uniqueness theorems are proved for a general class of stochastic linear abstra...
We consider stochastic evolution equations (SEEs) of parabolic type in Hilbert space with smooth coe...
Barbu V, Röckner M. An operatorial approach to stochastic partial differential equations driven by l...
Stochastic partial differential equations have proven useful in many applied areas of mathematics, s...
An existence and uniqueness theorem is proved for a quasilinear stochastic evolution equation with a...
Let X be a real separable Hilbert space. Let Q be a linear, bounded, positive and compact operator o...