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This article is cited in 20 scientific papers (total in 20 papers)
Regularized and generalized solutions of infinite-dimensional stochastic problems
M. A. Alshanskiy, I. V. Mel'nikova Ural Federal University named after the First President of Russia B. N. Yeltsin, Ekaterinburg
Abstract:
The paper is concerned with solutions of Cauchy's problem for stochastic differential-operator equations in separable Hilbert spaces. Special emphasis is placed on the case when the operator coefficient of the equation is not a generator of a $C_0$-class semigroup, but rather generates some regularized semigroup.
Regularized solutions of equations in the Itô form with a Wiener process as an inhomogeneity and generalized solutions of equations with white noise are constructed in various spaces of abstract
distributions.
Bibliography: 23 titles.
Keywords:
regularized semigroup of operators, abstract distribution, generalized solution, Wiener process, white noise.
Received: 29.01.2010 and 02.02.2011
Citation:
M. A. Alshanskiy, I. V. Mel'nikova, “Regularized and generalized solutions of infinite-dimensional stochastic problems”, Sb. Math., 202:11 (2011), 1565–1592
Linking options:
https://www.mathnet.ru/eng/sm7686https://doi.org/10.1070/SM2011v202n11ABEH004199 https://www.mathnet.ru/eng/sm/v202/i11/p3
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Abstract page: | 724 | Russian version PDF: | 196 | English version PDF: | 19 | References: | 68 | First page: | 24 |
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