Stochastic evolution equations with multiplicative noise
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Publication:6429161
Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Applications of functional analysis in probability theory and statistics (46N30) Generalized stochastic processes (60G20) Applications of stochastic analysis (to PDEs, etc.) (60H30) White noise theory (60H40) One-parameter semigroups and linear evolution equations (47D06)
Abstract: We study parabolic stochastic partial differential equations (SPDEs), driven by two types of operators: one linear closed operator generating a semigroup and one linear bounded operator with Wick-type multiplication, all of them set in the infinite dimensional space framework of white noise analysis. We prove existence and uniqueness of solutions for this class of SPDEs. In particular, we also treat the stationary case when the time-derivative is equal to zero.
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