Izvestiya Vysshikh Uchebnykh Zavedenii. Matematika
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS



Izv. Vyssh. Uchebn. Zaved. Mat.:
Year:
Volume:
Issue:
Page:
Find






Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register


Izvestiya Vysshikh Uchebnykh Zavedenii. Matematika, 2011, Number 5, Pages 3–11 (Mi ivm7297)  

This article is cited in 1 scientific paper (total in 1 paper)

Gaussian white noise with trajectories in the space $\mathcal S'(H)$

M. A. Alshanskii

Chair of Computational Methods and Equations of Mathematical Physics, Radiotechnical institute – RTF, Ural Federal University, Ekaterinburg, Russia
Full-text PDF (220 kB) Citations (1)
References:
Abstract: In this paper we construct a Gaussian white noise with trajectories in the space of generalized functions over $\mathcal S$ with values in a separable Hilbert space $H$. We obtain a solution to the Cauchy problem for a linear operator-differential equation with the additive white noise as a generalized random process with trajectories in the space of exponential distributions. We prove existence of the solution in the case when the operator coefficient $A$ generates a $C_0$ semigroup and in the case when $A$ generates an integrated semigroup.
Keywords: Gaussian white noise, generalized random process, semigroups of bounded operators.
Received: 27.11.2009
Revised: 15.03.2010
English version:
Russian Mathematics (Izvestiya VUZ. Matematika), 2011, Volume 55, Issue 5, Pages 1–7
DOI: https://doi.org/10.3103/S1066369X1105001X
Bibliographic databases:
Document Type: Article
UDC: 517.983+519.21
Language: Russian
Citation: M. A. Alshanskii, “Gaussian white noise with trajectories in the space $\mathcal S'(H)$”, Izv. Vyssh. Uchebn. Zaved. Mat., 2011, no. 5, 3–11; Russian Math. (Iz. VUZ), 55:5 (2011), 1–7
Citation in format AMSBIB
\Bibitem{Als11}
\by M.~A.~Alshanskii
\paper Gaussian white noise with trajectories in the space~$\mathcal S'(H)$
\jour Izv. Vyssh. Uchebn. Zaved. Mat.
\yr 2011
\issue 5
\pages 3--11
\mathnet{http://mi.mathnet.ru/ivm7297}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2920083}
\transl
\jour Russian Math. (Iz. VUZ)
\yr 2011
\vol 55
\issue 5
\pages 1--7
\crossref{https://doi.org/10.3103/S1066369X1105001X}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-80051619328}
Linking options:
  • https://www.mathnet.ru/eng/ivm7297
  • https://www.mathnet.ru/eng/ivm/y2011/i5/p3
  • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Известия высших учебных заведений. Математика Russian Mathematics (Izvestiya VUZ. Matematika)
     
      Contact us:
     Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024