Stochastic Equations with an Unbounded Operator Coefficient and Multiplicative Noise


Citar

Texto integral

Acesso aberto Acesso aberto
Acesso é fechado Acesso está concedido
Acesso é fechado Somente assinantes

Resumo

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.

Sobre autores

I. Melnikova

Institute of Natural Sciences and Mathematics

Autor responsável pela correspondência
Email: Irina.Melnikova@urfu.ru
Rússia, Ekaterinburg

M. Alshanskiy

Institute of Radio Engineering and Information Technologies

Email: Irina.Melnikova@urfu.ru
Rússia, Ekaterinburg

Arquivos suplementares

Arquivos suplementares
Ação
1. JATS XML

Declaração de direitos autorais © Pleiades Publishing, Ltd., 2017