Linear stochastic evolution equations in Hilbert space
- 1 May 1978
- journal article
- Published by Elsevier in Journal of Differential Equations
- Vol. 28 (2) , 266-277
- https://doi.org/10.1016/0022-0396(78)90071-2
Abstract
No abstract availableKeywords
This publication has 9 references indexed in Scilit:
- On the stability of infinite-dimensional linear stochastic systemsBanach Center Publications, 1979
- Dynamic Programming Approach to Stochastic Evolution EquationsSIAM Journal on Control and Optimization, 1979
- Asymptotic stability of the linear ito equation in infinite dimensionsJournal of Mathematical Analysis and Applications, 1978
- Stochastic evolution equations with general white noise disturbanceJournal of Mathematical Analysis and Applications, 1977
- An Abstract Theory for Unbounded Control Action for Distributed Parameter SystemsSIAM Journal on Control and Optimization, 1977
- The Separation Principle for Stochastic Evolution EquationsSIAM Journal on Control and Optimization, 1977
- The Infinite-Dimensional Riccati Equation for Systems Defined by Evolution OperatorsSIAM Journal on Control and Optimization, 1976
- Controllability, Observability and Optimal Feedback Control of Affine Hereditary Differential SystemsSIAM Journal on Control, 1972
- Stochastic Integrals Based on Martingales Taking Values in Hilbert SpaceNagoya Mathematical Journal, 1970