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Izvestiya Vysshikh Uchebnykh Zavedenii. Matematika, 2011, Number 5, Pages 3–11
(Mi ivm7297)
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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
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
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
Linking options:
https://www.mathnet.ru/eng/ivm7297 https://www.mathnet.ru/eng/ivm/y2011/i5/p3
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