ABSTRACT STOCHASTIC PROBLEMS WITH GENERATORS OF REGULARIZED SEMIGROUPS

TitleABSTRACT STOCHASTIC PROBLEMS WITH GENERATORS OF REGULARIZED SEMIGROUPS
Publication TypeJournal Article
Year of Publication2009
AuthorsMELNIKOVA, IRINAV, FILINKOV, ALEXEI
Secondary TitleCommunications in Applied Analysis
Volume13
Issue2
Start Page195
Pagination212
Date Published04/2009
Type of Workscientific: mathematics
ISSN1083–2564
AMS34F05, 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.
Short TitleABSTRACT STOCHASTIC PROBLEMS
Refereed DesignationRefereed
Full Text

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