Regularized and generalized solutions of infinite-dimensional stochastic problems
Journal Article
·
· Sbornik. Mathematics
- Ural Federal University named after First President of Russia B.N.Yeltsin, Ekaterinburg (Russian Federation)
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 C{sub 0}-class semigroup, but rather generates some regularized semigroup. Regularized solutions of equations in the Ito 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.
- OSTI ID:
- 21612800
- Journal Information:
- Sbornik. Mathematics, Vol. 202, Issue 11; Other Information: DOI: 10.1070/SM2011v202n11ABEH004199; Country of input: International Atomic Energy Agency (IAEA); ISSN 1064-5616
- Country of Publication:
- United States
- Language:
- English
Similar Records
On the rate of convergence as tâ+â of the distributions of solutions to the stationary measure for the stochastic system of the Lorenz model describing a baroclinic atmosphere
On large deviations for ensembles of distributions
Approximate Controllability for Linear Stochastic Differential Equations in Infinite Dimensions
Journal Article
·
Sat Jul 01 00:00:00 EDT 2017
· Sbornik. Mathematics
·
OSTI ID:21612800
On large deviations for ensembles of distributions
Journal Article
·
Sat Nov 30 00:00:00 EST 2013
· Sbornik. Mathematics
·
OSTI ID:21612800
Approximate Controllability for Linear Stochastic Differential Equations in Infinite Dimensions
Journal Article
·
Sat Aug 15 00:00:00 EDT 2009
· Applied Mathematics and Optimization
·
OSTI ID:21612800