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 …

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 …

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 …

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 …

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 …

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 …

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 …

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 …

This dissertation addresses various problems in stability and stabilization analysis of
stochastic delay differential equations (SDDEs) with applications to spacecraft attitude …

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 …