Linear Sobolev type equations with relatively \(p\)-sectorial operators in space of ``noises'' (Q304935): Difference between revisions

Summary: The concept of ``white noise'', initially established in finite-dimensional spaces, is transferred to the infinite-dimensional case. The goal of this transition is to develop the theory of stochastic Sobolev-type equations and to elaborate applications of practical interest. To reach this goal, the Nelson-Gliklikh derivative is introduced and the spaces of ``noises'' are developed. The Sobolev type equations with relatively sectorial operators are considered in the spaces of differentiable ``noises''. The existence and uniqueness of classical solutions are proved. The stochastic Dzektser equation in a bounded domain with homogeneous boundary condition and the weakened Showalter-Sidorov initial condition are considered as applications.