Differential equations in spaces of abstract stochastic distributions / Melnikova I. V.,Alshanskiy M. A. // DOKLADY MATHEMATICS. - 2016. - V. 94, l. 1. - P. 369-373.

ISSN/EISSN:

1064-5624 / 1531-8362

Type:

Article

Abstract:

Stochastic It 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.

Author keywords:

нет данных

DOI:

10.1134/S1064562416040037

Web of Science ID:

ISI:000382860900004

Соавторы в МНС:

Другие поля

Поле	Значение
Month	JUL
Publisher	MAIK NAUKA/INTERPERIODICA/SPRINGER
Address	233 SPRING ST, NEW YORK, NY 10013-1578 USA
Language	English
EISSN	1531-8362
Research-Areas	Mathematics
Web-of-Science-Categories	Mathematics
Author-Email	irina.melnikova@urfu.ru m.a.alshansky@urfu.ru
Funding-Acknowledgement	Program for State Support of Leading Scientific Schools of the Russian Federation {[}NSh-9356.2016.1]; program for state support of leading universities of Russian Federation {[}02.A03.21.0006]
Funding-Text	This work was supported by the Program for State Support of Leading Scientific Schools of the Russian Federation (project no. NSh-9356.2016.1) and by the program for state support of leading universities of Russian Federation (agreement no. 02.A03.21.0006, August 27, 2013).
Number-of-Cited-References	7
Usage-Count-Last-180-days	2
Usage-Count-Since-2013	3
Journal-ISO	Dokl. Math.
Doc-Delivery-Number	DV3YE