Home

About

Advanced Search

Browse by Discipline

Scientific Societies

E-print Alerts

Add E-prints

E-print Network
FAQHELPSITE MAPCONTACT US


  Advanced Search  

 
Preprint di Matematica -n. 10 Novembre 2005 Kolmogorov equations for stochastic PDE's
 

Summary: Preprint di Matematica - n. 10 Novembre 2005
Kolmogorov equations for stochastic PDE's
with multiplicative noise
Giuseppe Da Prato
SCUOLA NORMALE SUPERIORE
PISA
Kolmogorov equations for stochastic PDE's
with multiplicative noise
Giuseppe Da Prato
Scuola Normale Superiore, Pisa, Italy
1 Introduction
We are here concerned with the following stochastic differential equation in
the Hilbert space H = L2
(0, 1),



dX(t, ) = D2
X(t, )dt + g(X(t, ))dW(t, ), t 0, [0, 1],
X(t, 0) = X(t, 1) = 0, t 0,

  

Source: Abbondandolo, Alberto - Scuola Normale Superiore of Pisa

 

Collections: Mathematics