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

下载

页码：1238 / 1254

页数：17

共 50 条

[1] Exit problems for nonlinear stochastic evolution equations on Hilbert spaces
Liang Zongxia
Science in China Series A: Mathematics, 2002, 45 : 1238 - 1254
[2] Exit problems for nonlinear stochastic evolution equations on Hilbert spaces
Liang, ZX
SCIENCE IN CHINA SERIES A-MATHEMATICS, 2002, 45 (10): : 1238 - 1254
[3] NONLINEAR STOCHASTIC-EVOLUTION EQUATIONS IN HILBERT-SPACES
DAPRATO, G
LECTURE NOTES IN CONTROL AND INFORMATION SCIENCES, 1987, 91 : 16 - 29
[4] Stochastic Evolution Equations in Hilbert Spaces
Kruse, Raphael
STRONG AND WEAK APPROXIMATION OF SEMILINEAR STOCHASTIC EVOLUTION EQUATIONS, 2014, 2093 : 11 - 49
[5] Stability of stochastic evolution equations in Hilbert spaces
Zhang, B
Xue, F
DYNAMICS OF CONTINUOUS DISCRETE AND IMPULSIVE SYSTEMS-SERIES A-MATHEMATICAL ANALYSIS, 2004, 11 (01): : 31 - 40
[6] Smoothing properties of nonlinear stochastic equations in Hilbert spaces
Fuhrman, Marco
NODEA-NONLINEAR DIFFERENTIAL EQUATIONS AND APPLICATIONS, 1996, 3 (04): : 445 - 464
[7] STOCHASTIC-EVOLUTION EQUATIONS IN HILBERT-SPACES
ITO, K
APPLIED MATHEMATICS AND OPTIMIZATION, 1995, 32 (03): : 255 - 279
[8] On pathwise uniqueness of stochastic evolution equations in Hilbert spaces
Bin Xie
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2008, 344 (01) : 204 - 216
[9] NONLINEAR EVOLUTION EQUATIONS WITH VARIABLE DOMAINS IN HILBERT SPACES
KENMOCHI, N
PROCEEDINGS OF THE JAPAN ACADEMY SERIES A-MATHEMATICAL SCIENCES, 1977, 53 (05) : 163 - 166
[10] A NOTE ON NONLINEAR STOCHASTIC-EQUATIONS IN HILBERT-SPACES
GATAREK, D
STATISTICS & PROBABILITY LETTERS, 1993, 17 (05) : 387 - 394

← 1 2 3 4 5 →