Uniqueness for stochastic evolution equations in Banach spaces

Martin Ondreját. Uniqueness for stochastic evolution equations in Banach spaces. 2004. <http://eudml.org/doc/286015>.

@book{MartinOndreját2004,
abstract = {Different types of uniqueness (e.g. pathwise uniqueness, uniqueness in law, joint uniqueness in law) and existence (e.g. strong solution, martingale solution) for stochastic evolution equations driven by a Wiener process are studied and compared. We show a sufficient condition for a joint distribution of a process and a Wiener process to be a solution of a given SPDE. Equivalences between different concepts of solution are shown. An alternative approach to the construction of the stochastic integral in 2-smooth Banach spaces is included as well as Burkholder's inequality, stochastic Fubini's theorem and the Girsanov theorem.},
author = {Martin Ondreját},
language = {eng},
title = {Uniqueness for stochastic evolution equations in Banach spaces},
url = {http://eudml.org/doc/286015},
year = {2004},
}

TY - BOOK
AU - Martin Ondreját
TI - Uniqueness for stochastic evolution equations in Banach spaces
PY - 2004
AB - Different types of uniqueness (e.g. pathwise uniqueness, uniqueness in law, joint uniqueness in law) and existence (e.g. strong solution, martingale solution) for stochastic evolution equations driven by a Wiener process are studied and compared. We show a sufficient condition for a joint distribution of a process and a Wiener process to be a solution of a given SPDE. Equivalences between different concepts of solution are shown. An alternative approach to the construction of the stochastic integral in 2-smooth Banach spaces is included as well as Burkholder's inequality, stochastic Fubini's theorem and the Girsanov theorem.
LA - eng
UR - http://eudml.org/doc/286015
ER -