Related papers: On the Existence Theory of Hilbert Space valued Di…

We formulate fractional difference equations of Riemann-Liouville and Caputo type in a functional analytical framework. Main results are existence of solutions on Hilbert space-valued weighted sequence spaces and a condition for stability…

We study the linear fractional Schr\"odinger equation on a Hilbert space, with a fractional time derivative of order $0<\alpha<1,$ and a self-adjoint generator $A.$ Using the spectral theorem we prove existence and uniqueness of strong…

We discuss Hilbert space-valued stochastic differential equations associated with the heat semi-groups of the standard model of non-relativistic quantum electrodynamics and of corresponding fiber Hamiltonians for translation invariant…

Consider the stochastic evolution equation in a separable Hilbert space with a nice multiplicative noise and a locally Dini continuous drift. We prove that for any initial data the equation has a unique (possibly explosive) mild solution.…

We investigate stochastic Volterra equations and their limiting laws. The stochastic Volterra equations we consider are driven by a Hilbert space valued \Levy noise and integration kernels may have non-linear dependence on the current state…

We prove H\"ormander's type hypoellipticity theorem for stochastic partial differential equations when the coefficients are only measurable with respect to the time variable. The need for such kind of results comes from filtering theory of…

We consider a reaction-diffusion equation on a network subjected to dynamic boundary conditions, with time delayed behaviour, also allowing for multiplicative Gaussian noise perturbations. Exploiting semigroup theory, we rewrite the…

This paper develops strong solutions and stochastic solutions for the tempered fractional diffusion equation on bounded domains. First the eigenvalue problem for tempered fractional derivatives is solved. Then a separation of variables, and…

We study fractional differential equations of Riemann-Liouville and Caputo type in Hilbert spaces. Using exponentially weighted spaces of functions defined on $\mathbb{R}$, we define fractional operators by means of a functional calculus…

We generalize the method of obtaining the fundamental linear partial differential equations such as the diffusion and Schrodinger equation, Dirac and telegrapher's equation from a simple stochastic consideration to arrive at certain…

We consider a stochastic differential equation in a Hilbert space with time-dependent coefficients for which no general existence and uniqueness results are known. We prove, under suitable assumptions, existence and uniqueness of a measure…

This paper mainly establishes the finite-horizon stochastic bounded real lemma, and then solves the $H_{\infty}$ control problem for discrete-time stochastic linear systems defined on the separable Hilbert spaces, thereby unifying the…

We consider nonlinear perturbations of the hyperbolic equation in the Hilbert space. Necessary and sufficient conditions for the existence of solutions of boundary-value problem for the corresponding equation and iterative procedures for…

We study mild solutions of a class of stochastic partial differential equations, involving operators with polynomially bounded coefficients. We consider semilinear equations under suitable hyperbolicity hypotheses on the linear part. We…

We prove existence and uniqueness of stochastic representations for solutions to elliptic and parabolic boundary value and obstacle problems associated with a degenerate Markov diffusion process. In particular, our article focuses on the…

Conditions of the existence of solutions of linear and perturbed linear boundary value problems in the Hilbert spaces for the second order evolution equation are obtained.

In this paper, the distribution dependent stochastic differential equation in a separable Hilbert space with a Dini continuous drift is investigated. The existence and uniqueness of weak and strong solutions are obtained. Moreover, some…

Let $\mathcal{X}$ be a real separable Hilbert space. Let $C$ be a linear, bounded and positive operator on $\mathcal{X}$ and let $A$ be the infinitesimal generator of a strongly continuous semigroup on $\mathcal{X}$. Let $\{W(t)\}_{t\geq…

We study the Cauchy problem for Schr\"odinger type stochastic partial differential equations with uniformly bounded coefficients on a curved space. We give conditions on the coefficients, on the drift and diffusion terms, on the Cauchy…

Let $\mathcal{X}$ be a separable Hilbert space with norm $\|\cdot\|$ and let $T>0$. Let $Q$ be a linear, self-adjoint, positive, trace class operator on $\mathcal{X}$, let $F:\mathcal{X}\rightarrow \mathcal{X}$ be a (smooth enough) function…