Stochastic integration in Banach spaces–a survey
This paper presents a brief survey of the theory of stochastic integration in Banach spaces.
Expositions of the stochastic integrals in martingale type 2 spaces and UMD spaces are …
Expositions of the stochastic integrals in martingale type 2 spaces and UMD spaces are …
On a class of stochastic partial differential equations with multiple invariant measures
In this work we investigate the long-time behavior for Markov processes obtained as the
unique mild solution to stochastic partial differential equations in a Hilbert space. We …
unique mild solution to stochastic partial differential equations in a Hilbert space. We …
Forward integration, convergence and non-adapted pointwise multipliers
M Pronk, M Veraar - Infinite Dimensional Analysis, Quantum …, 2015 - World Scientific
In this paper we study the forward integral of operator-valued processes with respect to a
cylindrical Brownian motion. In particular, we provide conditions under which the …
cylindrical Brownian motion. In particular, we provide conditions under which the …
Numerical stability analysis of linear stochastic delay differential equations using Chebyshev spectral continuous time approximation
S Torkamani, E Samiei, O Bobrenkov… - International Journal of …, 2014 - Springer
In this paper, a numerical approach is developed for the stability analysis of linear stochastic
delay differential equations (SDDEs) in the parameter space based on the Chebyshev …
delay differential equations (SDDEs) in the parameter space based on the Chebyshev …
On the equivalence of solutions for a class of stochastic evolution equations in a Banach space
M Górajski - Integral Equations and Operator Theory, 2014 - Springer
We study a class of stochastic evolution equations in a Banach space E driven by cylindrical
Wiener process. Three different analytical concepts of solutions: generalised strong, weak …
Wiener process. Three different analytical concepts of solutions: generalised strong, weak …
Infinitely delayed stochastic evolution equations in UMD Banach spaces
P Crewe - arXiv preprint arXiv:1011.2615, 2010 - arxiv.org
We prove an existence and uniqueness result for the infinitely delayed stochastic evolution
equation $$ dU (t)= &\big (AU (t)+ F (t, U_t)\big) dt+ B (t, U_t) dW_H (t), t\in [0, T_0] $$ where …
equation $$ dU (t)= &\big (AU (t)+ F (t, U_t)\big) dt+ B (t, U_t) dW_H (t), t\in [0, T_0] $$ where …
Vector-valued stochastic delay equations—a weak solution and its Markovian representation
M Górajski - Nonlinear Analysis: Theory, Methods & Applications, 2014 - Elsevier
A class of stochastic delay equations in a type 2 umd Banach space E driven by the
cylindrical Wiener process is studied. We investigate two concepts of solutions: weak and …
cylindrical Wiener process is studied. We investigate two concepts of solutions: weak and …
[PDF][PDF] On a class of stochastic partial differential equations with multiple invariant measures
In this work we investigate the long-time behavior for Markov processes obtained as the
unique mild solution to stochastic partial differential equations in a Hilbert space. We …
unique mild solution to stochastic partial differential equations in a Hilbert space. We …
[图书][B] Stability of stochastic time-delayed systems with application to delayed feedback attitude control of rigid spacecraft
E Samiei - 2015 - search.proquest.com
This dissertation addresses various problems in stability and stabilization analysis of
stochastic delay differential equations (SDDEs) with applications to spacecraft attitude …
stochastic delay differential equations (SDDEs) with applications to spacecraft attitude …
A perturbation result for quasi-linear stochastic differential equations in UMD Banach spaces
S Cox, E Hausenblas - arXiv preprint arXiv:1203.1606, 2012 - arxiv.org
We consider the effect of perturbations to a quasi-linear parabolic stochastic differential
equation set in a UMD Banach space $ X $. To be precise, we consider perturbations of the …
equation set in a UMD Banach space $ X $. To be precise, we consider perturbations of the …