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Trudy Instituta Matematiki i Mekhaniki UrO RAN, 2012, Volume 18, Number 1, Pages 251–267 (Mi timm794)  
This article is cited in 7 scientific papers (total in 7 papers)

The generalized well-posedness of the Cauchy problem for an abstract stochastic equation with multiplicative noise

I. V. Melnikova, M. A. Alshanskiy

Ural Federal University
Full-text PDF (259 kB) Citations (7)
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Abstract: We study the existence, uniqueness, and stability of a solution to the Cauchy problem for a stochastic differential equation with multiplicative noise in the spaces of generalized random variables with values in a Hilbert space.
Keywords: Cauchy problem, semigroup, white noise, generalized solutions.
Received: 23.05.2011
English version:
Proceedings of the Steklov Institute of Mathematics (Supplementary issues), 2013, Volume 280, Issue 1, Pages 134–150
DOI: https://doi.org/10.1134/S0081543813020119
Bibliographic databases:
Document Type: Article
UDC: 517.983+517.982.4+519.21
Language: Russian
Citation: I. V. Melnikova, M. A. Alshanskiy, “The generalized well-posedness of the Cauchy problem for an abstract stochastic equation with multiplicative noise”, Trudy Inst. Mat. i Mekh. UrO RAN, 18, no. 1, 2012, 251–267; Proc. Steklov Inst. Math. (Suppl.), 280, suppl. 1 (2013), 134–150
Citation in format AMSBIB
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\paper The generalized well-posedness of the Cauchy problem for an abstract stochastic equation with multiplicative noise
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\pages 251--267
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\transl
\jour Proc. Steklov Inst. Math. (Suppl.)
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\vol 280
\issue , suppl. 1
\pages 134--150
\crossref{https://doi.org/10.1134/S0081543813020119}
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    • This publication is cited in the following 7 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Trudy Instituta Matematiki i Mekhaniki UrO RAN
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    References:54
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