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On Trotter–Kato approximations of semilinear stochastic evolution equations in infinite dimensions

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  • Govindan, T.E.

Abstract

The paper studies semilinear stochastic evolution equations in a real Hilbert space. The main goal is to consider the Trotter–Kato approximations of mild solutions of such equations. As an application, a classical limit theorem on the dependence of such equations on a parameter is obtained.

Suggested Citation

  • Govindan, T.E., 2015. "On Trotter–Kato approximations of semilinear stochastic evolution equations in infinite dimensions," Statistics & Probability Letters, Elsevier, vol. 96(C), pages 299-306.
    • Handle: RePEc:eee:stapro:v:96:y:2015:i:c:p:299-306
    DOI: 10.1016/j.spl.2014.10.007
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    References listed on IDEAS

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    1. Ahmed, N. U. & Ding, X., 1995. "A semilinear Mckean-Vlasov stochastic evolution equation in Hilbert space," Stochastic Processes and their Applications, Elsevier, vol. 60(1), pages 65-85, November.
    2. Govindan, T.E. & Ahmed, N.U., 2013. "Robust stabilization with a general decay of mild solutions of stochastic evolution equations," Statistics & Probability Letters, Elsevier, vol. 83(1), pages 115-122.
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    Cited by:

    1. Gess, Benjamin & Gnann, Manuel V., 2020. "The stochastic thin-film equation: Existence of nonnegative martingale solutions," Stochastic Processes and their Applications, Elsevier, vol. 130(12), pages 7260-7302.
    2. T. E. Govindan, 2021. "Trotter-Kato approximations of stochastic neutral partial functional differential equations," Indian Journal of Pure and Applied Mathematics, Springer, vol. 52(3), pages 822-836, September.

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