Stochastic Equations with an Unbounded Operator Coefficient and Multiplicative Noise
- 作者: Melnikova I.V.1, Alshanskiy M.A.2
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隶属关系:
- Institute of Natural Sciences and Mathematics
- Institute of Radio Engineering and Information Technologies
- 期: 卷 58, 编号 6 (2017)
- 页面: 1052-1066
- 栏目: Article
- URL: https://journals.rcsi.science/0037-4466/article/view/171591
- DOI: https://doi.org/10.1134/S0037446617060143
- ID: 171591
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详细
Under study is a stochastic operator-differential equation with multiplicative noise in the space of Hilbert-valued generalized random variables. Existence and uniqueness of solutions to the Cauchy problem are proved for the case of an unbounded operator coefficient at the white noise. The equation of population dynamics with a stochastically perturbed multiplication operator is presented as an example.
作者简介
I. Melnikova
Institute of Natural Sciences and Mathematics
编辑信件的主要联系方式.
Email: Irina.Melnikova@urfu.ru
俄罗斯联邦, Ekaterinburg
M. Alshanskiy
Institute of Radio Engineering and Information Technologies
Email: Irina.Melnikova@urfu.ru
俄罗斯联邦, Ekaterinburg
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