No label defined (Q4940277)

Let \((B,\|\cdot\|)\) be a complex separable Banach space, \({\mathcal L}(B)\) be the Banach space of bounded linear operators on \(B.\) Let \(S_1\) be the set of all \(B\)-valued stationary processes \(\xi=\{\xi(t)\), \(t\in R\}\), continuous on \(R\) with probability 1, satisfying for some \(\delta>0\) the condition \(E\bigl[\sup_{0\leq t\leq\delta} \|\xi(t)\|\bigr]<\infty.\) Let \(C_0^1=\{ g:[0,\pi]\to C\mid g(0)=g(\pi)=0\}\cap C^1([0,\pi])\), \(Q=R\times[0,\pi].\) The author considers the problem \[ \begin{aligned} &u_t'(t,x)-u''_{xx}(t,x)=Au(t,x)+\xi(t)g(x), \quad (t,x)\in Q,\\ &u(t,0)=u(t,\pi)=0,\quad t\in R.\end{aligned} \tag{1} \] The following theorem is proved: Let \(A\in{\mathcal L}(B).\) Then the following two statements are equivalent: (i) For any stationary process \(\xi\in S_1\) and any function \(g\in C_0^1\) the boundary value problem (1) has a unique time-stationary solution \(u\) such that \(\sup_{0\leq x\leq\pi}E\|u(0,x)\|<+\infty\); (ii) \(\{\{ k^2+i\alpha\}\mid k\in {\mathcal N}, a\in R\} \subset \rho(A)\), where \(\rho(A)\) is the resolvent set of the operator \(A.\) For the case of \(B=H\), where \(H\) is a complex separable Hilbert space, the author considers the following boundary value problem \[ \begin{aligned} &u_t'(t,x)-u''_{xx}(t,x)=Au(t,x)+g(x)w'(t), \quad (t,x)\in Q, \\ &u(t,0)=u(t,\pi)=0,\quad t\in R,\end{aligned} \tag{2} \] where \(\{ w(t),t\in R\}\) is an \(H\)-valued Wiener process. For this problem the following theorem is proved: Let \(A\in {\mathcal L}(H).\) Then the following two statements are equivalent: (i) for any Wiener process \(w\) and any function \(g\in C_0^3\) the boundary value problem (2) has a unique time-stationary nonanticipating solution \(u\) such that \(\sup_{0\leq x\leq\pi}E\|u(0,x)\|^2<+\infty\); (ii) \(\sigma(A-I)\subset\{ z\in C:\operatorname{Re} z<0\}\), where \(\sigma(A-I)\) is a spectrum of \(A-I.\) Solutions for the telegraph equation, which are periodic on distribution, are considered too.