Weak and generalized solutions of abstract stochastic equations.

MaRDI QIDQ1432425zbMATH OpenFDO

Authors I. V. Melnikova, A. Filinkov

Publication date 15 June 2004

Published in Doklady Mathematics (Search for Journal in Brave)

zbMATH Keywords

abstract differential equationsstochastic Cauchy problem in Hilbert spacesstochastic Cauchy problem in the space of abstract distributions

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) White noise theory (60H40) Stochastic integral equations (60H20)

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Cited in

(12)

• On Weak Solutions of Stochastic Differential Equations II
• The generalized well-posedness of the Cauchy problem for an abstract stochastic equation with multiplicative noise
• Regularization for ill-posed Cauchy problems associated with generators of analytic semigroups
• Weak and strong solutions of general stochastic models
• Solving the abstract stochastic Cauchy problem with a generator of an \(R\)-semigroup
• Connection between weak and generalized solutions to infinite-dimensional stochastic problems
• Generalized solutions for stochastic problems in the Ito form in Gelfand-Shilov spaces
• Weak and generalized with random variable solutions of stochastic Cauchy problem with additive white noise
• Modified quasi-reversibility method for final value problems in Banach spaces
• Integrated solutions of stochastic evolution equations with additive noise
• Solution of quasilinear stochastic problems in abstract Colombeau algebras
• An abstract stochastic Cauchy problem with the generator of a \((1, C_{1})\)-or \((1, A)\)-semigroup

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