Email this article Differential equations in spaces of abstract stochastic distributions
- Authors: Melnikova I.V.1, Alshanskiy M.A.2
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Affiliations:
- Institute of Mathematics and Computer Sciences
- Institute of Radioelectronics and Information Technologies
- Issue: Vol 94, No 1 (2016)
- Pages: 369-373
- Section: Mathematics
- URL: https://journals.rcsi.science/1064-5624/article/view/223953
- DOI: https://doi.org/10.1134/S1064562416040037
- ID: 223953
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Abstract
Stochastic Itô equations with additive and multiplicative noise in separable Hilbert spaces are studied by reducing them to differential-operator equations in spaces of generalized Hilbert space-valued random variables. Results on the existence and uniqueness of solutions in these spaces are obtained by using the S-transform technique and methods of the theory of semigroups of linear operators.
About the authors
I. V. Melnikova
Institute of Mathematics and Computer Sciences
Author for correspondence.
Email: irina.melnikova@urfu.ru
Russian Federation, ul. Mira 19, Yekaterinburg, 620002
M. A. Alshanskiy
Institute of Radioelectronics and Information Technologies
Email: irina.melnikova@urfu.ru
Russian Federation, ul. Mira 32, Yekaterinburg, 620002
