Integrated solutions of stochastic evolution equations with additive noise

DOI10.1017/S0004972700039940MaRDI QIDQ2758191zbMATH OpenFDO

Authors A. Filinkov, I. Maizurna

Publication date 25 November 2002

Published in Bulletin of the Australian Mathematical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/S0004972700039940

zbMATH Keywords

Cauchy problemexistencestochastic differential equationstochastic wave equation

Mathematics Subject Classification ID

Ordinary differential equations and systems with randomness (34F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Review text

The abstract stochastic evolution equation \(dX(t)=AX(t) dt + B dW(t)\), \(X(0)=\xi\), is investigated, where \(A\) is a generator of an \(n\)-times integrated semigroup on a Hilbert space. The existence of a weak \(n\)-integrated solution is established and the existence of a continuous solution is discussed. Finally, the results are applied to a stochastic wave equation.

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• NOTE ON ABSTRACT STOCHASTIC SEMILINEAR EVOLUTION EQUATIONS
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Cites work

• Ergodicity for Infinite Dimensional Systems
• scientific article; zbMATH DE number 4105668 (Why is no real title available?)
• Integrated semigroups
• Integrated semigroups and their applications to the abstract Cauchy problem
• Stochastic Equations in Infinite Dimensions
• Vector-valued Laplace transforms and Cauchy problems

Cited in

(4)

• Functional integro-differential stochastic evolution equations in Hilbert space
• Integrated semigroups and \(C\)-semigroups and their applications
• An abstract stochastic Cauchy problem with the generator of a \((1, C_{1})\)-or \((1, A)\)-semigroup
• Approximating Stochastic Evolution Equations with Additive White and Rough Noises

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