Differential equations in spaces of abstract stochastic distributions

DOI10.1080/10451120290019177zbMath1005.60083OpenAlexW2011205097MaRDI QIDQ4542931

Julian Sorensen, A. I. Filinkov

Publication date: 5 November 2002

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10451120290019177

zbMATH Keywords

evolution equationWick productwhite noisestochastic convolutioninfinite dimensional analysischaos decompositionHermite transform

Mathematics Subject Classification ID

One-parameter semigroups and linear evolution equations (47D06) Applications of stochastic analysis (to PDEs, etc.) (60H30) Generalized stochastic processes (60G20) White noise theory (60H40) Distributions on infinite-dimensional spaces (46F25) Integrated semigroups (47D62)

Related Items (9)

White noise calculus in applications to stochastic equations in Hilbert spaces ⋮ Generalized solutions of differential-operator equations with singular white noise ⋮ Elementary processes for Itô integral against cylindrical Wiener process ⋮ Differential equations driven by Lévy white noise in spaces of Hilbert space-valued stochastic distributions ⋮ The generalized well-posedness of the Cauchy problem for an abstract stochastic equation with multiplicative noise ⋮ Unnamed Item ⋮ Stochastic equations with an unbounded operator coefficient and multiplicative noise ⋮ Solving Wick-stochastic water waves using a Galerkin finite element method ⋮ A finite element approximation of linear stochastic PDEs driven by multiplicative white noise

Cites Work

• Vector-valued Laplace transforms and Cauchy problems
• Singular perturbation and boundary layer for an abstract Cauchy problem
• ``Integrated semigroups and integrated solutions to abstract Cauchy problems
• A General Existence And Uniqueness Theorem For Wick-Sdes In
• Characterizations of the white noise test functionals and hida distributions
• A MOVING BOUNDARY PROBLEM IN A STOCHASTIC MEDIUM
• Stochastic Equations in Infinite Dimensions

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