Exit problems for nonlinear stochastic evolution equations on Hilbert spaces

被引：0

作者：

梁宗霞

机构：

来源：

Science China Mathematics | 2002年 / 10期

基金：

中国国家自然科学基金;

关键词：

exit time; exponential estimates; nonlinear stochastic evolution equations;

D O I：

暂无

中图分类号：

O211.63 [随机微分方程];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

This paper extends exit theorems of Da Prato and Zabczyk to nonconstant diffusion coefficients. It uses extensively general, exponential estimates due to Peszat.

引用

页码：1238 / 1254

页数：17

共 50 条

[21] NEWTON'S METHOD FOR STOCHASTIC FUNCTIONAL EVOLUTION EQUATIONS IN HILBERT SPACES
Wrzosek, Monika
MATHEMATIKA, 2019, 65 (03) : 542 - 556
[22] ON THE INITIAL VALUE PROBLEM OF FRACTIONAL STOCHASTIC EVOLUTION EQUATIONS IN HILBERT SPACES
Chen, Pengyu
Li, Yongxiang
Zhang, Xuping
COMMUNICATIONS ON PURE AND APPLIED ANALYSIS, 2015, 14 (05) : 1817 - 1840
[23] Necessary Conditions for Optimal Control of Stochastic Evolution Equations in Hilbert Spaces
AbdulRahman Al-Hussein
Applied Mathematics & Optimization, 2011, 63 : 385 - 400
[24] Nonlocal Cauchy problem for fractional stochastic evolution equations in Hilbert spaces
Pengyu Chen
Yongxiang Li
Collectanea Mathematica, 2015, 66 : 63 - 76
[25] STABILITY AND STABILIZABILITY OF STOCHASTIC-EVOLUTION EQUATIONS ON HILBERT-SPACES
SEO, JH
INTERNATIONAL JOURNAL OF CONTROL, 1989, 50 (03) : 773 - 794
[26] Necessary Conditions for Optimal Control of Stochastic Evolution Equations in Hilbert Spaces
Al-Hussein, AbdulRahman
APPLIED MATHEMATICS AND OPTIMIZATION, 2011, 63 (03): : 385 - 400
[27] Nonlocal Cauchy problem for fractional stochastic evolution equations in Hilbert spaces
Chen, Pengyu
Li, Yongxiang
COLLECTANEA MATHEMATICA, 2015, 66 (01) : 63 - 76
[28] Numerical approximation of stochastic evolution equations: Convergence in scale of Hilbert spaces
Bessaih, Hakima
Hausenblas, Erika
Randrianasolo, Tsiry Avisoa
Razafimandimby, Paul Andre
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2018, 343 : 250 - 274
[29] Stochastic differential equations in Hilbert spaces
Pugachev, VS
DIFFERENTIAL EQUATIONS, 1995, 31 (03) : 421 - 428
[30] Infinite Horizon Stochastic Maximum Principle for Stochastic Delay Evolution Equations in Hilbert Spaces
Haoran Dai
Jianjun Zhou
Han Li
Bulletin of the Malaysian Mathematical Sciences Society, 2021, 44 : 3229 - 3258

← 1 2 3 4 5 →