Solution of nonlinear stochastic equations with a~generator of a~semigroup discontinuous at zero
Izvestiâ vysših učebnyh zavedenij. Matematika, no. 6 (2011), pp. 90-99
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In this paper we study the Cauchy problem for a nonlinear stochastic equation with a generator of a semigroup discontinuous at zero. We prove the unique existence of a mild solution for some class of such semigroups. We establish a connection between weak and mild solutions for such semigroups.
Keywords:
abstract stochastic Cauchy problem, operator semigroup, $Q$-Wiener process, stochastic integral.
@article{IVM_2011_6_a10,
author = {A. A. Ogorodnikov},
title = {Solution of nonlinear stochastic equations with a~generator of a~semigroup discontinuous at zero},
journal = {Izvesti\^a vys\v{s}ih u\v{c}ebnyh zavedenij. Matematika},
pages = {90--99},
publisher = {mathdoc},
number = {6},
year = {2011},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/IVM_2011_6_a10/}
}
TY - JOUR AU - A. A. Ogorodnikov TI - Solution of nonlinear stochastic equations with a~generator of a~semigroup discontinuous at zero JO - Izvestiâ vysših učebnyh zavedenij. Matematika PY - 2011 SP - 90 EP - 99 IS - 6 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/IVM_2011_6_a10/ LA - ru ID - IVM_2011_6_a10 ER -
A. A. Ogorodnikov. Solution of nonlinear stochastic equations with a~generator of a~semigroup discontinuous at zero. Izvestiâ vysših učebnyh zavedenij. Matematika, no. 6 (2011), pp. 90-99. http://geodesic.mathdoc.fr/item/IVM_2011_6_a10/