Published November 30, 2011 | Version v1
Journal article

Regularized and generalized solutions of infinite-dimensional stochastic problems

  • 1. Ural Federal University named after First President of Russia B.N.Yeltsin, Ekaterinburg (Russian Federation)

Description

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 C0-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.

Availability note (English)

Available from http://dx.doi.org/10.1070/SM2011v202n11ABEH004199

Additional details

Publishing Information

Journal Title
Sbornik. Mathematics
Journal Volume
202
Journal Issue
11
Journal Page Range
p. 1565-1592
ISSN
1064-5616

INIS

Country of Publication
United States
Country of Input or Organization
International Atomic Energy Agency (IAEA)
INIS RN
43091454
Subject category
S97: MATHEMATICAL METHODS AND COMPUTING;
Descriptors DEI
EQUATIONS; HILBERT SPACE; MANY-DIMENSIONAL CALCULATIONS; MATHEMATICAL SOLUTIONS; STOCHASTIC PROCESSES
Descriptors DEC
BANACH SPACE; MATHEMATICAL SPACE; SPACE