Filtering of stochastic delayed differential equations in Hilbert spaces

2021 ◽  
Vol 21 (4) ◽  
pp. 537-559
Author(s):  
V. Kubelka ◽  
B. Maslowski
Keyword(s):  
Differential Equations ◽  
Hilbert Spaces ◽  
Delayed Differential Equations

DISSIPATIVE BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS IN INFINITE DIMENSIONS

2006 ◽  
Vol 09 (01) ◽  
pp. 155-168 ◽  
Author(s):  
FULVIA CONFORTOLA
Keyword(s):  
Partial Differential Equations ◽  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Hilbert Spaces ◽  
Stochastic Partial Differential Equations ◽  
Existence And Uniqueness ◽  
Backward Stochastic Differential Equations ◽  
Uniqueness Result ◽  
Infinite Dimensions ◽  
Partial Differential

We prove an existence and uniqueness result for a class of backward stochastic differential equations (BSDE) with dissipative drift in Hilbert spaces. We also give examples of stochastic partial differential equations which can be solved with our result.

Existence of Solutions of Abstract Differential Equations in a Local Space

1973 ◽  
Vol 16 (2) ◽  
pp. 239-244
Author(s):  
M. A. Malik
Keyword(s):  
Hilbert Space ◽  
Linear Operator ◽  
Differential Equations ◽  
Complex Plane ◽  
Hilbert Spaces ◽  
Scalar Product ◽  
Existence Of Solutions ◽  
Closed Linear Operator ◽  
Abstract Differential Equations ◽  
Local Space

Let H be a Hilbert space; ( , ) and | | represent the scalar product and the norm respectively in H. Let A be a closed linear operator with domain DA dense in H and A* be its adjoint with domain DA*. DA and DA*are also Hilbert spaces under their respective graph scalar product. R(λ; A*) denotes the resolvent of A*; complex plane. We write L = D — A, L* = D — A*; D = (l/i)(d/dt).

VARIATIONAL PROBLEMS AND DIFFERENTIAL EQUATIONS IN HILBERT SPACES

1989 ◽  
Vol 22 (1) ◽  
Author(s):  
Andrzej Nowakowski ◽  
Danuta Zakrzewika
Keyword(s):  
Differential Equations ◽  
Hilbert Spaces ◽  
Variational Problems
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