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Sbornik: Mathematics, 1995, Volume 186, Issue 12, Pages 1693–1709
DOI: https://doi.org/10.1070/SM1995v186n12ABEH000089
(Mi sm89)
 

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

On boundary conditions for stochastic evolution equations with an extremally chaotic source

S. A. Albeverioa, T. J. Lyonsb, Yu. A. Rozanovc

a Ruhr-Universität Bochum, Mathematischer Institut
b Imperial College, Technology and Medicine
c Steklov Mathematical Institute, Russian Academy of Sciences
References:
Abstract: Stochastic differential equation of the form
$$ d\xi_t=A\xi_t\,dt+Bd\eta_t^0, \qquad t\in I=(t_0,t_1), $$
are considered for a generalized random field
$$ \xi_t\equiv(\varphi,\xi_t), \quad \varphi\in C_0^\infty(G), $$
in the domain $G\subseteq\mathbb R^d$ with stochastic boundary conditions on the boundary corresponding to an operator $A\leqslant0$ and an extremal operator coefficient $B$ (strengthening the chaotic source $d\eta^0_t$ of ‘white noise’ type).
Received: 11.04.1995
Bibliographic databases:
UDC: 519.2
MSC: 60H15, 35R60
Language: English
Original paper language: Russian
Citation: S. A. Albeverio, T. J. Lyons, Yu. A. Rozanov, “On boundary conditions for stochastic evolution equations with an extremally chaotic source”, Sb. Math., 186:12 (1995), 1693–1709
Citation in format AMSBIB
\Bibitem{AlbLyoRoz95}
\by S.~A.~Albeverio, T.~J.~Lyons, Yu.~A.~Rozanov
\paper On boundary conditions for stochastic evolution equations with an~extremally chaotic source
\jour Sb. Math.
\yr 1995
\vol 186
\issue 12
\pages 1693--1709
\mathnet{http://mi.mathnet.ru//eng/sm89}
\crossref{https://doi.org/10.1070/SM1995v186n12ABEH000089}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1376089}
\zmath{https://zbmath.org/?q=an:0869.60054}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1995UL00600007}
Linking options:
  • https://www.mathnet.ru/eng/sm89
  • https://doi.org/10.1070/SM1995v186n12ABEH000089
  • https://www.mathnet.ru/eng/sm/v186/i12/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
    Математический сборник - 1992–2005 Sbornik: Mathematics
    Statistics & downloads:
    Abstract page:297
    Russian version PDF:107
    English version PDF:20
    References:50
    First page:3
     
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