[图书][B] Stochastic equations in infinite dimensions

G Da Prato, J Zabczyk - 2014 - books.google.com
… to stochastic evolution equations on infinite dimensionalequations are generalizations of
Itˆo stochastic equations … First results on infinite dimensional Itˆo equations started to appear in …

[HTML][HTML] Stochastic differential equations in infinite dimensional spaces

G Kallianpur, J Xiong - 1995 - books.google.com
… developing fields of SDE's in infinite dimensional spaces and measure valued processes. …
equations. Professor Kallianpur's lectures were devoted to the subject of infinite dimensional

[图书][B] Foundations of stochastic differential equations in infinite dimensional spaces

K Ito - 1984 - SIAM
… Conference on Stochastic Diflerential Equations in Infinite Dimensional Spaces and Their
… The infinite dimensional spaces where stochastic differential equations are formulated may …

[图书][B] Stochastic differential equations in infinite dimensions: with applications to stochastic partial differential equations

L Gawarecki, V Mandrekar - 2010 - books.google.com
… an infinite system of SDEs that does not arise from a stochastic partial differential equation
and … behaviors of solutions to infinitedimensional stochastic differential equations. The study of …

[HTML][HTML] Existence of invariant manifolds for stochastic equations in infinite dimension

D Filipović, J Teichmann - Journal of Functional Analysis, 2003 - Elsevier
… for finite-dimensional invariant submanifolds for stochastic equations in infinite dimension,
in the spirit of Da Prato and Zabczyk (Stochastic Equations in Infinite Dimensions, Cambridge …

Stochastic differential equations in infinite dimensions: solutions via Dirichlet forms

S Albeverio, M Röckner - Probability theory and related fields, 1991 - Springer
… We also prove new results on general diffusion Dirichlet forms in infinite dimensions, in … (ii)
For examples with explicitly given fik in the infinite dimensional case we refer to Sect. 7 below …

[图书][B] Introduction to infinite dimensional stochastic analysis

Z Huang, J Yan - 2012 - books.google.com
… The same situation also occurred in infinite dimensional … of functionals and differentiation in
infinite dimensional spaces. In 1976, … to infinite dimensional cases and created the stochastic

Stochastic optimal control in infinite dimension

G Fabbri, F Gozzi, A Swiech - Probability and Stochastic Modelling …, 2017 - Springer
… Da Prato, for introducing him to the theory of HJB equations in infinite dimension, for constant
encouragement in this work, and also for reading part of the manuscript. A. Święch would …

[图书][B] Yosida approximations of stochastic differential equations in infinite dimensions and applications

TE Govindan - 2016 - Springer
… mentioning motivating problems like heat equations, an electric circuit, an … stochastic
equations in infinite dimensions like stochastic evolution equations including such equations with …

[图书][B] Stability of infinite dimensional stochastic differential equations with applications

K Liu - 2005 - taylorfrancis.com
… of stochastic differential equations in infinite dimensional … of stochastic differential equations
in infinite dimensions, for … of finite dimensional stochastic differential equations such as …