Published November 30, 2011
| Version v1
Journal article
Regularized and generalized solutions of infinite-dimensional stochastic problems
Creators
- 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/SM2011v202n11ABEH004199Additional details
Identifiers
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