Geodesic
On boundary conditions for stochastic evolution equations with an~extremally chaotic source
Sbornik. Mathematics, Tome 186 (1995) no. 12, pp. 1693-1709

Voir la notice de l'article provenant de la source Math-Net.Ru

Stochastic differential equation of the form $$ d\xi_t=A\xi_t\,dt+Bd\eta_t^0, \qquad t\in I=(t_0,t_1), $$ are considered for a generalized random field $$ \xi_t\equiv(\varphi,\xi_t), \quad \varphi\in C_0^\infty(G), $$ in the domain $G\subseteq\mathbb R^d$ with stochastic boundary conditions on the boundary corresponding to an operator $A\leqslant0$ and an extremal operator coefficient $B$ (strengthening the chaotic source $d\eta^0_t$ of ‘white noise’ type). 
@article{SM_1995_186_12_a0,
     author = {S. A. Albeverio and T. J. Lyons and Yu. A. Rozanov},
     title = {On boundary conditions for stochastic evolution equations with an~extremally chaotic source},
     journal = {Sbornik. Mathematics},
     pages = {1693--1709},
     publisher = {mathdoc},
     volume = {186},
     number = {12},
     year = {1995},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/SM_1995_186_12_a0/}
}
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S. A. Albeverio; T. J. Lyons; Yu. A. Rozanov. On boundary conditions for stochastic evolution equations with an~extremally chaotic source. Sbornik. Mathematics, Tome 186 (1995) no. 12, pp. 1693-1709. http://geodesic.mathdoc.fr/item/SM_1995_186_12_a0/