Stochastic convolution in separable Banach spaces and the stochastic linear Cauchy problem

Quasilinear Stochastic Cauchy Problem in Abstract Colombeau Spaces

Stochastic integration in UMD Banach spaces

In these lectures we shall present an introduction of the theory of stochastic integration in UMD Banach spaces and some of its applications. The Hilbert space approach to stochastic partial differential equations (SPDEs) was pioneered in the 1980s by Da Prato and Zabczyk. Under suitable Lipschitz conditions, mild solutions of semilinear SPDEs in Hilbert spaces can be obtained by solving a fixe...

Nonlocal Cauchy Problem for Impulsive Differential Equations in Banach Spaces

where A is the infinitesimal generator of a strongly continuous semigroup of bounded linear operators T (t) on a Banach space X; f : [0, b]×X → X; 0 < t1 < t2 < · · · < tp < tp+1 = b; Ii : X → X, i = 1, 2, · · · , p are impulsive functions and g : PC([0, b];X) → X . During recent years, the impulsive differential equations have been an object of intensive investigation because of the wide possi...

Stochastic Optimal Control Problems and Parabolic Equations in Banach Spaces

We consider stochastic optimal control problems in Banach spaces, related to nonlinear controlled equations with dissipative non linearity. These problems are treated via the backward stochastic differential equations approach, that allows also to solve in mild sense Hamilton Jacobi Bellman equations in Banach spaces. We apply the results to controlled stochastic heat and wave equations with co...

Price Discount and Stochastic Initial Inventory in the Newsboy Problem

Many extension of the newsboy problem have been solved in the literature. One of those extensions solves a newsboy problem with stochastic initial inventory, earlier extensions have focused on quantity discounts offered by suppliers. An important practical extension would address a combination of the two pervious extensions. In this paper we consider a newsboy problem in which the suppliers off...