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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
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
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
Linking options:
https://www.mathnet.ru/eng/sm89https://doi.org/10.1070/SM1995v186n12ABEH000089 https://www.mathnet.ru/eng/sm/v186/i12/p3
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Abstract page: | 297 | Russian version PDF: | 107 | English version PDF: | 20 | References: | 50 | First page: | 3 |
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