Differential equations in spaces of abstract stochastic distributions
- Autores: Melnikova I.1, Alshanskiy M.2
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Afiliações:
- Institute of Mathematics and Computer Sciences
- Institute of Radioelectronics and Information Technologies
- Edição: Volume 94, Nº 1 (2016)
- Páginas: 369-373
- Seção: Mathematics
- URL: https://journals.rcsi.science/1064-5624/article/view/223953
- DOI: https://doi.org/10.1134/S1064562416040037
- ID: 223953
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Resumo
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.
Sobre autores
I. Melnikova
Institute of Mathematics and Computer Sciences
Autor responsável pela correspondência
Email: irina.melnikova@urfu.ru
Rússia, ul. Mira 19, Yekaterinburg, 620002
M. Alshanskiy
Institute of Radioelectronics and Information Technologies
Email: irina.melnikova@urfu.ru
Rússia, ul. Mira 32, Yekaterinburg, 620002