On Solutions to Stochastic Differential Equations with Discontinuous Drift in Hilbert Space.

Gunter Ritter; Gottlieb Leha

The search session has expired. Please query the service again.

Displaying similar documents to “On Solutions to Stochastic Differential Equations with Discontinuous Drift in Hilbert Space.”

Stochastic Holomorphy.

Hans Föllmer (1974)

Mathematische Annalen

Similarity:

Stochastic differential inclusions

Michał Kisielewicz (1997)

Discussiones Mathematicae, Differential Inclusions, Control and Optimization

Similarity:

The definition and some existence theorems for stochastic differential inclusions depending only on selections theorems are given.

Cylindrical Stochastic Integral

M. Métivier, J. Pellaumail (1976)

Publications mathématiques et informatique de Rennes

Similarity:

Pathwise uniqueness for stochastic PDEs

Giuseppe Da Prato (2015)

Banach Center Publications

Similarity:

We consider a stochastic evolution equation in a separable Hilbert spaces H or in a separable Banach space E with a Hölder continuous perturbation on the drift. We review some recent result about pathwise uniqueness for this equation.

On the General Stochastic Epidemic

J. Gani (1966-1967)

Publications mathématiques et informatique de Rennes

Similarity:

The stochastic limit in the analysis of some modified open BCS models

Fabio Bagarello (2006)

Banach Center Publications

Similarity:

Stochastic analysis of a three unit standby system.

Sridharan, V., Kalyani, T.V. (2005)

APPS. Applied Sciences

Similarity:

On a Class of Nonlinear Stochastic Evolution Equations.

Che-Ping Lee (1978)

Mathematische Annalen

Similarity:

A Basic Course on General Stochastic Integration

M. Métivier, J. Pellaumail (1977)

Publications mathématiques et informatique de Rennes

Similarity:

Consistency of minimizers and the SLLN for stochastic programs.

Artstein, Zvi, Wets, Roger J.B. (1995)

Journal of Convex Analysis

Similarity:

Existence of solutions for second order stochastic differential inclusions in Hilbert spaces

P. Balasubramaniam, S.K. Ntouyas (2007)

Discussiones Mathematicae, Differential Inclusions, Control and Optimization

Similarity:

In this paper, sufficient conditions are given for the existence of solutions for a class of second order stochastic differential inclusions in Hilbert space with the help of Leray-Schauder Nonlinear Alternative.

Some applications of Girsanov's theorem to the theory of stochastic differential inclusions

Micha Kisielewicz (2003)

Discussiones Mathematicae, Differential Inclusions, Control and Optimization

Similarity:

The Girsanov's theorem is useful as well in the general theory of stochastic analysis as well in its applications. We show here that it can be also applied to the theory of stochastic differential inclusions. In particular, we obtain some special properties of sets of weak solutions to some type of these inclusions.

Some maximum principles for stochastic equations

Ivo Vrkoč (1969)

Czechoslovak Mathematical Journal

Similarity: