Yosida Approximations of Stochastic Differential Equations in Infinite Dimensions and Applications

1 Introduction and Motivating Examples. - 2 Mathematical Machinery. - 3 Trotter-Kato Approximations of Stochastic Differential Equations. - 4 trotter-Kato Approximations of Stochastic Differential Equations in UMD Banach Spaces. - 5 Applications to Stochastic Stability. - 6 Applications to Stochastic Optimal Control. - Appendix A: Nuclear and Hilbert-Schmidt Operators. - Appendix B: Convergence of Analytic Semigroups. - Appendix C: The Pettis Measurability Theorem. - Appendix D: R-Boundedness and Y-Boundedness. - Appendix E: The Feynman-Kac Formula. - Bibliograpical Notes and Remarks. - Bibliography

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• Engenharia do controlo automático
• Estocástica
• Probabilidade e Estatística
• Cálculo diferencial e equações
• Cibernética e teoria dos sistemas

McKean-Vlasov evolution equations;Yosida approximations;existence and uniqueness of solutions;mild and strong solutions;stochastic differential equations in infinite dimensions;weak convergence of induced probability measures;partial differential equations