On an explicit representation of the solution of linear stochastic partial differential equations with delays

DOI10.1016/J.CRMA.2012.01.004zbMATH Open1237.60050arXiv1103.5859OpenAlexW2002495789MaRDI QIDQ765747FDOQ765747

Mathieu N. Galtier, Jonathan Touboul

Publication date: 22 March 2012

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Abstract: Based on the analysis of a certain class of linear operators on a Banach space, we provide a closed form expression for the solutions of certain linear partial differential equations with non-autonomous input, time delays and stochastic terms, which takes the form of an infinite series expansion.

Full work available at URL: https://arxiv.org/abs/1103.5859

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Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Cites Work

• Stochastic Equations in Infinite Dimensions
• Introduction to functional differential equations
• Kronecker products and matrix calculus in system theory
• Multiscale analysis of slow-fast neuronal learning models with noise

Cited In (4)

• Title not available (Why is that?)
• Addendum to ``Asymptotic inference for a linear stochastic differential equation with time delay
• \(\mathrm{L}^p\)-calculus approach to the random autonomous linear differential equation with discrete delay
• Multiscale analysis of slow-fast neuronal learning models with noise

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