Markov processes associated with Lp-resolvents and applications to stochastic differential equations on Hilbert space

Stochastic evolution equations

B. L. Rozovskiĭ · Journal of Mathematical Sciences · 1981 · 758 citations

General Theory of Markov Processes.

Geoffrey Grimmett, M. J. Sharpe · Journal of the Royal Statistical Society Series A (Statistics in Society) · 1990 · 458 citations

Engineering, Mathematics, Probability Theory +10

Stochastic differential equations in infinite dimensions: solutions via Dirichlet forms

Sergio Albeverio, Michael Röckner · Probability Theory and Related Fields · 1991 · 232 citations · Full text

Engineering, Mathematics, Physics +16

The theory of generalized Dirichlet forms and its applications in analysis and stochastics

Wilhelm Stannat · Memoirs of the American Mathematical Society · 1999 · 109 citations

Engineering, Mathematics, Probability Theory +7

Singular dissipative stochastic equations in Hilbert spaces

Giuseppe Da Prato, Michael Röckner · Probability Theory and Related Fields · 2008 · 58 citations · Full text

Natural Sciences, Mathematics, Physics +14