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

DOI10.1016/J.CRMA.2012.01.004MaRDI QIDQ765747zbMATH OpenOpenAlexFDO

Authors Jonathan Touboul, Mathieu N. Galtier

Publication date 22 March 2012

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

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

Mathematics Subject Classification ID

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

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.

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Cites work

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

Cited in

(4)

• scientific article; zbMATH DE number 5592159 (Why is no real title available?)
• \(\mathrm{L}^p\)-calculus approach to the random autonomous linear differential equation with discrete delay
• Addendum to ``Asymptotic inference for a linear stochastic differential equation with time delay
• Multiscale analysis of slow-fast neuronal learning models with noise

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