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...
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Veröffentlicht in: | Surveys in mathematics and its applications 2006-12, Vol.1 (2006), p.117-134 |
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Format: | Artikel |
Sprache: | eng |
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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. |
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ISSN: | 1843-7265 1842-6298 |