Title | ABSTRACT STOCHASTIC PROBLEMS WITH GENERATORS OF REGULARIZED SEMIGROUPS |
Publication Type | Journal Article |
Year of Publication | 2009 |
Authors | MELNIKOVA, IRINAV, FILINKOV, ALEXEI |
Secondary Title | Communications in Applied Analysis |
Volume | 13 |
Issue | 2 |
Start Page | 195 |
Pagination | 212 |
Date Published | 04/2009 |
Type of Work | scientific: mathematics |
ISSN | 1083–2564 |
AMS | 34F05, 34G10, 46F10, 47D62, 60H10 |
Abstract | We study the stochastic Cauchy problem
where A is the generator of a regularized semigroup in a separable Hilbert space H, B is a bounded
linear operator and W is an H-valued Wiener process on a probability space (Ω, F, P ). We construct regularized solutions to this problem in L 2 (Ω; H) and in spaces of abstract stochastic distributions. We also study the semi-linear problem where F and B satisfy some appropriate growth and Lipschitz conditions.
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Short Title | ABSTRACT STOCHASTIC PROBLEMS |
Refereed Designation | Refereed |
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