Generalized stochastic evolution equations

JOURNAL OF DIFFERENTIAL EQUATIONS

卷:257

Article

Kuttler, Kenneth L.¹  Li, Ji² 

[1] Brigham Young Univ, Dept Math, Provo, UT 84602 USA

[2] Inst Math & Its Applicat, Minneapolis, MN 55455 USA

关键词: Stochastic integration;    Degenerate evolution equations;    Ito formula;   

DOI  :  10.1016/j.jde.2014.04.017

来源: Elsevier

【 摘 要 】

An approach to generalized stochastic evolution equations is presented which is based on a generalized Ito formula. This allows the consideration of interesting examples which are stochastic generalizations of evolution equations of mixed type or second order in time hyperbolic equations. It includes more standard material involving a Gelfand triple of spaces as a special case. Several examples are given which illustrate the use of the abstract theory presented. Published by Elsevier Inc.

【 授权许可】

Free