The generalized well-posedness of the Cauchy problem for an abstract stochastic equation with multiplicative noise / Melnikova I. V.,Alshanskiy M. A. // PROCEEDINGS OF THE STEKLOV INSTITUTE OF MATHEMATICS. - 2013. - V. 280, l. 1. - P. 134-150.

ISSN/EISSN:

0081-5438 / нет данных

Type:

Article

Abstract:

We study the existence, uniqueness, and stability of a solution to the Cauchy problem for a stochastic differential equation with multiplicative noise in the spaces of generalized random variables with values in a Hilbert space.

Author keywords:

Cauchy problem; semigroup; white noise; generalized solutions

DOI:

10.1134/S0081543813020119

Web of Science ID:

ISI:000317236500011

Соавторы в МНС:

Другие поля

Поле	Значение
Month	APR
Publisher	MAIK NAUKA/INTERPERIODICA/SPRINGER
Address	233 SPRING ST, NEW YORK, NY 10013-1578 USA
Language	English
Research-Areas	Mathematics
Web-of-Science-Categories	Mathematics, Applied; Mathematics
Author-Email	Irina.Melnikova@usu.ru mxalsh@gmail.com
ResearcherID-Numbers	Alshanskiy, Maxim/C-1381-2013
Funding-Acknowledgement	Ministry of Education and Science of the Russian Federation {[}2.1.1/14118]; Russian Foundation for Basic Research {[}10-01-96003r]
Funding-Text	This work was supported by the Program of the Ministry of Education and Science of the Russian Federation (project no. 2.1.1/14118) and by the Russian Foundation for Basic Research (project no. 10-01-96003r).
Number-of-Cited-References	7
Usage-Count-Last-180-days	2
Usage-Count-Since-2013	27
Journal-ISO	Proc. Steklov Inst. Math.
Doc-Delivery-Number	121IL