A stochastic nonlinear evolution equation (Q686819)
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English | A stochastic nonlinear evolution equation |
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A stochastic nonlinear evolution equation (English)
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13 October 1993
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Summary: A stochastic evolution equation for processes with values in two orthogonal subspaces of a Hilbert space is considered. Such types of equations arise in the study of quasistatic processes of elastic viscoplastic materials with random disturbances. Using the theory of Hilbert-space valued Itô equations an existence and uniqueness theorem is proved. Finally a time discrete approximation is discussed.
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difference equations
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stochastic evolution equation
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Itô equations
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uniqueness theorem
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