We’re sorry, something doesn't seem to be working properly.

Please try refreshing the page. If that doesn't work, please contact support so we can address the problem.

We’re sorry, something doesn't seem to be working properly.

Please try refreshing the page. If that doesn't work, please contact support so we can address the problem.

Yosida Approximations of Stochastic Differential Equations | SpringerLink

We’re sorry, something doesn't seem to be working properly.

Please try refreshing the page. If that doesn't work, please contact support so we can address the problem.

Skip to main content

Yosida Approximations of Stochastic Differential Equations

    We’re sorry, something doesn't seem to be working properly.

    Please try refreshing the page. If that doesn't work, please contact support so we can address the problem.

  • First Online:
Yosida Approximations of Stochastic Differential Equations in Infinite Dimensions and Applications

We’re sorry, something doesn't seem to be working properly.

Please try refreshing the page. If that doesn't work, please contact support so we can address the problem.

  • 1264 Accesses

Abstract

In this chapter, we study Yosida approximations of various classes of stochastic differential equations, including such equations with delays and controlled stochastic differential equations.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 44.99
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 59.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book
USD 59.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

References

  1. N. U. Ahmed Semigroup Theory with Applications to Systems and Control, Pitman Research Notes in Mathematics Series, Vol. 246, Longman Scientific and Technical Copublished with John Wiley and Sons, Inc., New York, 1991.

    Google Scholar 

  2. N. U. Ahmed Measure solutions for evolution equations with discontinuous vector fields, Nonlinear Functional Anal. Appl. 9, 467–484, 2004.

    Google Scholar 

  3. N. U. Ahmed and X. Ding A semilinear McKean-Vlasov stochastic evolution equation in Hilbert spaces, Stochastic Proc. Appl. 60, 65–85, 1995.

    Google Scholar 

  4. H. Becker and V. Mandrekar On the existence of optimal random controls, J. Math. Mechan. 18, 1151–1166, 1969.

    Google Scholar 

  5. F. Biagini, Y. Hu, B. Oksendal and T. Zhang Stochastic Calculus for Fractional Brownian Motion and Applications, Springer, 2008.

    Google Scholar 

  6. T. Caraballo, M. J. Garrido-Atienza and T. Taniguchi The existence and exponential behavior of solutions to stochastic delay evolution equations with a fractional Brownian motion, Nonlinear Anal. 74, 3671–3684, 2011.

    Google Scholar 

  7. G. Chen and R. Grimmer Semigroups and integral equations, J. Integral Eqns. 2, 133–154, 1980.

    Google Scholar 

  8. R. F. Curtain and A. J. Pritchard Infinite Dimensional Linear System Theory, Lecture Notes in Control and Information Sciences No. 8, Springer-Verlag, NY, Berlin, 1978.

    Google Scholar 

  9. G. Da Prato and J. Zabczyk Stochastic Equations in Infinite Dimensions, Cambridge Univ. Press, 1992.

    Google Scholar 

  10. N. Dunford and J. T. Schwartz Linear Operators, Part 1, Interscience Publishers, NY, 1958.

    Google Scholar 

  11. S. Hu and N. S. Papageorgiou Handbook of Multivalued Analysis, Vol 1, Theory, Kluwer Academic Publ., Dordrecht/ Boston/London, 1997.

    Google Scholar 

  12. A. Ichikawa Dynamic programming approach to stochastic evolution equations, SIAM Journal on Control and Optimization, 17, 152–174, 1979.

    Google Scholar 

  13. A. Ichikawa Optimal control of a linear stochastic evolution equation with state and control dependent noise, Proc. IMA Conference, Recent Theoretical Developments in Control, Leicester, England, Academic Press, 1976.

    Google Scholar 

  14. D. Kannan and A. T. Bharucha-Reid On a stochastic integrodifferential evolution equation of Volterra type, J. Integral eqns. 10, 351–379, 1985.

    Google Scholar 

  15. W. Liu and M. Röckner SPDE in Hilbert space with locally monotone coefficients, J. Functional Anal. 259, No. 11, 2902–2922, 2010.

    Google Scholar 

  16. E. Pardoux Stochastic partial differential equations and filtering of diffusion processes, Stochastics 3, 127–167, 1979.

    Google Scholar 

  17. A. Pazy Semigroups of Linear Operators and Applications to Partial Differential Equations, Springer-Verlag, NY, USA, 1983.

    Google Scholar 

  18. C. Prévôt and M. Röckner A Concise Course on Stochastic Partial Differential Equations, Springer, 2007.

    Google Scholar 

  19. M. Stephan Yosida Approximations for Multivalued Stochastic Differential Equations on Banach Spaces via a Gelfand Triple, Doctoral Dissertation, Universit at Bielefeld, 2012.

    Google Scholar 

  20. E. Zeidler Nonlinear Functional Analysis and its Applications, IIA, Linear Monotone Operators, Springer-Verlag, NY, 1990.

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to T. E. Govindan .

Rights and permissions

Reprints and permissions

Copyright information

© 2016 Springer International Publishing Switzerland

About this chapter

Cite this chapter

Govindan, T.E. (2016). Yosida Approximations of Stochastic Differential Equations. In: Yosida Approximations of Stochastic Differential Equations in Infinite Dimensions and Applications. Probability Theory and Stochastic Modelling, vol 79. Springer, Cham. https://doi.org/10.1007/978-3-319-45684-3_3

Download citation

Publish with us

Policies and ethics