Connection between weak and generalized solutions to infinite-dimensional stochastic problems

DOI10.3103/S1066369X14050028MaRDI QIDQ465102zbMATH OpenOpenAlexFDO

Authors Ol'ga Sergeevna Starkova, I. V. Melnikova

Publication date 31 October 2014

Published in Russian Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3103/s1066369x14050028

zbMATH Keywords

Wiener processweak solutionwhite noisegeneralized solutionsemigroup of operatorsstochastic Cauchy problem

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) White noise theory (60H40) (C)-semigroups, regularized semigroups (47D60)

Recommendations

• scientific article; zbMATH DE number 847811
• Weak and strong solutions of general stochastic models
• Weak and generalized solutions of abstract stochastic equations.
• On weak solutions of stochastic differential equations
• scientific article; zbMATH DE number 933357
• scientific article; zbMATH DE number 4054737
• scientific article; zbMATH DE number 4056712
• Regularized and generalized solutions of infinite-dimensional stochastic problems
• Stochastic Cauchy problems in infinite dimensions. Generalized and regularized solutions
• On weak solutions of stochastic equations in Hilbert spaces

Cites work

• scientific article; zbMATH DE number 5608708 (Why is no real title available?)
• Abstract stochastic equations. I: Classical and distributional solutions
• Kolmogorov equations for stochastic PDEs.
• Peculiarities and regularization of ill-posed Cauchy problems with differential operators
• Singular perturbation and boundary layer for an abstract Cauchy problem
• Stochastic Equations in Infinite Dimensions

Cited in

(5)

• Solution of nonlinear stochastic equations with a generator of a semigroup discontinuous at zero
• Solutions of stochastic systems generalized over temporal and spatial variables
• Infinite dimensional stochastic Cauchy problems in Ito and differential forms: comparison of solutions
• Weak and generalized solutions of abstract stochastic equations.
• Two approaches to infinite dimensional extension of Feynman-Kac theorem

This page was built for publication: Connection between weak and generalized solutions to infinite-dimensional stochastic problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q465102)