An existence result for a linear abstract stochastic equation in Hilbert spaces

G. Da Prato; M. Iannelli; L. Tubaro

Rendiconti del Seminario Matematico della Università di Padova (1982)

  • Volume: 67, page 171-180
  • ISSN: 0041-8994

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Da Prato, G., Iannelli, M., and Tubaro, L.. "An existence result for a linear abstract stochastic equation in Hilbert spaces." Rendiconti del Seminario Matematico della Università di Padova 67 (1982): 171-180. <http://eudml.org/doc/107855>.

@article{DaPrato1982,
author = {Da Prato, G., Iannelli, M., Tubaro, L.},
journal = {Rendiconti del Seminario Matematico della Università di Padova},
keywords = {linear evolution equation},
language = {eng},
pages = {171-180},
publisher = {Seminario Matematico of the University of Padua},
title = {An existence result for a linear abstract stochastic equation in Hilbert spaces},
url = {http://eudml.org/doc/107855},
volume = {67},
year = {1982},
}

TY - JOUR
AU - Da Prato, G.
AU - Iannelli, M.
AU - Tubaro, L.
TI - An existence result for a linear abstract stochastic equation in Hilbert spaces
JO - Rendiconti del Seminario Matematico della Università di Padova
PY - 1982
PB - Seminario Matematico of the University of Padua
VL - 67
SP - 171
EP - 180
LA - eng
KW - linear evolution equation
UR - http://eudml.org/doc/107855
ER -

References

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  1. [1] R.F. Curtain - A.J. Ritchard, Infinite dimensional linear systems theorySpringer-Verlag (1978). Zbl0389.93001MR516812
  2. [2] G. Da Prato - M. Iannelli - L. Tubaro, Dissipative functions and finite-dimensional stochastic differential equations., J. Math. Pures et Appl., 57 (1978), pp. 173-180. Zbl0394.60066MR505902
  3. [3] G. Da Prato - M. Iannelli - L. Tubaro, Linear stochastic differential equations in Hilbert space II, Rend. Acc. Naz. Lincei, serie VIII, vol. LXV (1978). Zbl0426.60062MR571024
  4. [4] G. Da Prato - M. Iannelli - L. Tubaro, Some results on linear stochastic equations in Hilbert space, to appear in Stochastics. Zbl0475.60041
  5. [5] A. Friedman, Stochastic differential equations and applicationsAcademic Press (1976). MR462731
  6. [6] A. Ichikawa, Linear stochastic evolution equations in Hilbert space, J. Diff. Eq. Zbl0348.60087
  7. [7] R.S. Liptser - Shiryayev, Statistic of random processes. Theory and applications, Springer-Verlag (1978). Zbl0369.60001MR488267
  8. [8] E. Pardoux, Equations aux déribées partielles stochastiques non-linéaires monotones, Thèse, Université de ParisVI (1975). 

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