Stochastic evolution equations in UMD Banach spaces
نویسندگان
چکیده
منابع مشابه
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...
متن کاملQuasilinear Degenerate Evolution Equations in Banach Spaces
The quasilinear degenerate evolution equation of parabolic type d(Mv) dt + L(Mv)v = F (Mv), 0 < t ≤ T considered in a Banach space X is written, putting Mv = u, in the form du dt + A(u)u 3 F (u), 0 < t ≤ T , where A(u) = L(u)M−1 are multivalued linear operators in X for u ∈ K, K being a bounded ball ‖u‖Z < R in another Banach space Z continuously embedded in X. Existence and uniqueness of the l...
متن کاملDichotomies for evolution equations in Banach spaces
The aim of this paper is to emphasize various concepts of dichotomies for evolution equations in Banach spaces, due to the important role they play in the approach of stable, instable and central manifolds. The asymptotic properties of the solutions of the evolution equations are studied by means of the asymptotic behaviors for skew-evolution semiflows. MSC: 34D05, 34D09, 93D20
متن کاملA Clark-ocone Formula in Umd Banach Spaces
Let H be a separable real Hilbert space and let F = (Ft)t∈[0,T ] be the augmented filtration generated by an H-cylindrical Brownian motion (WH(t))t∈[0,T ] on a probability space (Ω,F ,P). We prove that if E is a UMD Banach space, 1 ≤ p < ∞, and F ∈ D(Ω;E) is FT -measurable, then F = E(F ) + ∫ T 0 PF(DF ) dWH , where D is the Malliavin derivative of F and PF is the projection onto the F-adapted ...
متن کاملStochastic 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...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Functional Analysis
سال: 2008
ISSN: 0022-1236
DOI: 10.1016/j.jfa.2008.03.015