An abstract stochastic Cauchy problem with the generator of a \((1, C_{1})\)-or \((1, A)\)-semigroup (Q2459737)
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English | An abstract stochastic Cauchy problem with the generator of a \((1, C_{1})\)-or \((1, A)\)-semigroup |
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An abstract stochastic Cauchy problem with the generator of a \((1, C_{1})\)-or \((1, A)\)-semigroup (English)
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8 November 2007
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The author is concerned with the abstract linear Cauchy problem of the type \[ dX(t) = A X(t)\,dt + B\,dW,\quad t>0, \quad X(0) = \xi \] where is a \(A\) closed linear operator, \(B\) linear bounded operator and \(W\) a \(Q\)-Wiener process on a noise space. She generalizes the existence and uniqueness of a weak solution (in the variational sense) to the case where \(A\) generates only \((1,C_1)\) and \((1,A)\) semigroups, i.e. the semigroups may have integrable singularities at time \(t=0\).
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abstract Cauchy problem
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stochastic convolution
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weak solution in variational sense
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