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Expectation functionals associated with some stochastic evolution equations

Part of the Lecture Notes in Mathematics book series (LNM,volume 1236)

Abstract

Infinite-dimensional diffusion equations for the expectation functionals associated with some stochastic evolution equations in Hilbert spaces are studied. The asymptotic properties such as the boundedness and the stationary distributions of solutions are also disscused.

Keywords

  • Hilbert Space
  • Parabolic Equation
  • Stochastic Differential Equation
  • Covariance Operator
  • Stochastic Partial Differential Equation

These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

This work was supported in parts by ARO contract DAAG29-83-K-0014 and by NSF grant DMS-01998.

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© 1987 Springer-Verlag

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Chow, P.L. (1987). Expectation functionals associated with some stochastic evolution equations. In: Da Prato, G., Tubaro, L. (eds) Stochastic Partial Differential Equations and Applications. Lecture Notes in Mathematics, vol 1236. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0072882

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  • DOI: https://doi.org/10.1007/BFb0072882

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  • Print ISBN: 978-3-540-17211-6

  • Online ISBN: 978-3-540-47408-1

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