Linear stochastic differential equations in Hilbert spaces

Giuseppe Da Prato; Mimmo Iannelli; Luciano Tubaro

Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Rendiconti (1978)

  • Volume: 64, Issue: 1, page 22-29
  • ISSN: 0392-7881

How to cite

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Da Prato, Giuseppe, Iannelli, Mimmo, and Tubaro, Luciano. "Linear stochastic differential equations in Hilbert spaces." Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Rendiconti 64.1 (1978): 22-29. <http://eudml.org/doc/290030>.

@article{DaPrato1978,
author = {Da Prato, Giuseppe, Iannelli, Mimmo, Tubaro, Luciano},
journal = {Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Rendiconti},
language = {eng},
month = {1},
number = {1},
pages = {22-29},
publisher = {Accademia Nazionale dei Lincei},
title = {Linear stochastic differential equations in Hilbert spaces},
url = {http://eudml.org/doc/290030},
volume = {64},
year = {1978},
}

TY - JOUR
AU - Da Prato, Giuseppe
AU - Iannelli, Mimmo
AU - Tubaro, Luciano
TI - Linear stochastic differential equations in Hilbert spaces
JO - Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Rendiconti
DA - 1978/1//
PB - Accademia Nazionale dei Lincei
VL - 64
IS - 1
SP - 22
EP - 29
LA - eng
UR - http://eudml.org/doc/290030
ER -

References

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  1. ARNOLD, L. - Stochastic differential equations; theory and applications, Wiley-Interscience. Zbl0278.60039MR443083
  2. CURTAIN, R. F. (1977) - Stochastic Evolution Equations with General White Noise Disturbance, «J. Math. Anal, and Appl.», 60, 570-595. Zbl0367.60067MR517996DOI10.1016/0022-247X(77)90002-6
  3. DA PRATO, G. and GRISVARD, P. (1975) - Somme d'opérateurs linéaires et équations differentielles opérationnelles, «J. Math. Pures Appl.», Zbl0315.47009MR442749
  4. DA PRATO, G., IANNELLI, M. and TUBARO, L. - Some results on existence, uniqueness and continuous dependence for abstract stochastic differential equations, to appear. Zbl0395.60051MR524099
  5. MCKEAN, H. P. (1969) - Stochastic integrals, Academic Press. Zbl0191.46603MR247684
  6. YOSIDA, K. (1965) - Functional Analysis, Springer-Verlag. MR180824

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