Representation Theorem for Stochastic Differential Equations in Hilbert Spaces and its Applications

In this survey we recall the results obtained in [Ungureanu,Electronic Journal of Qualitative Theory of Differential Equations, 2004] where we gave a representation theorem for the solutions of stochastic differential equations in Hilbert spaces. Using this representation theorem we obtained determi...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Surveys in mathematics and its applications 2006-12, Vol.1 (2006), p.117-134
1. Verfasser: Viorica Mariela Ungureanu
Format: Artikel
Sprache:eng
Schlagworte:
Online-Zugang:Volltext
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Beschreibung
Zusammenfassung:In this survey we recall the results obtained in [Ungureanu,Electronic Journal of Qualitative Theory of Differential Equations, 2004] where we gave a representation theorem for the solutions of stochastic differential equations in Hilbert spaces. Using this representation theorem we obtained deterministic characterizations of exponential stability and uniform observability in [Ungureanu,Electronic Journal of Qualitative Theory of Differential Equations, 2004], [Ungureanu, Operator Theory: Advances and Applications, Birkhauser Verlag Basel, 2005] and we will prove a result of Datko type concerning the exponential dichotomy of stochastic equations.
ISSN:1843-7265
1842-6298