Now in its second edition, this book gives a systematic and self-contained presentation of
basic results on stochastic evolution equations in infinite dimensional, typically Hilbert and …

Stochastic evolution equations Page 1 28. LD Pitt, "A Markov property for Gaussian processes
with a multidimensional parameter," Arch. Rat. Mech. Anal., 43, No. 5, 367-391 (1971). 29. LD …

Stochastic Differential Equations: Theory and Applications : Stochastic Evolution Equations
Page 1 Chapter 1 Stochastic Evolution Equations Nicolai V. Krylov and Boris L. Rozovskii∗ The …

Stability of moments of the mild solution of a semilinear stochastic evolution equation is
studied and sufficient conditions are given for the exponential stability of the pth moment in …

Intégrales stochastiques par rapport à une semi-martingale vectorielle et changements de
filtration Page 1 SÉMINAIRE DE PROBABILITÉS (STRASBOURG) JEAN JACOD Intégrales …

We consider the stochastic problem, in a Hilbert space H, where f, X are prescribed data, Wt
is a real Brownian motion, and A (t), B generate an analytic semi-group and a strongly …

Stochastic integration in infinite dimensional spaces is a mature area. Several important
classes of stochastic integrals were introduced and studied in depth by Kunita [12], Metivier …

We present an extension of the Wong-Zakai approximation theorem for nonlinear 984 given
by the Wiener process and a martingale. By approximating these disturbances we obtain in …

Some results on linear stochastic evolution equations in hilbert spaces by the semi–groups
method Page 1 STOCHASTIC ANALYSIS AND APPLICATIONS, 1 ( 1 ) , 57-88 (1983) SOME …

Starting from the well-known and very important fact that a semimartingale on a space
(Ω,\raise0. 3em \scriptscriptstyle- F,(\raise0. 3em \scriptscriptstyle- F _t) _ t\geqslant 0, P) may …