The generalized well-posedness of the Cauchy problem for an abstract stochastic equation with multiplicative noise
Trudy Instituta matematiki i mehaniki, Trudy Instituta Matematiki i Mekhaniki UrO RAN, Tome 18 (2012) no. 1, pp. 251-267 Cet article a éte moissonné depuis la source Math-Net.Ru

Voir la notice du chapitre de livre

We study the existence, uniqueness, and stability of a solution to the Cauchy problem for a stochastic differential equation with multiplicative noise in the spaces of generalized random variables with values in a Hilbert space.
Keywords: Cauchy problem, semigroup, white noise, generalized solutions.
@article{TIMM_2012_18_1_a19,
     author = {I. V. Melnikova and M. A. Alshanskiy},
     title = {The generalized well-posedness of the {Cauchy} problem for an abstract stochastic equation with multiplicative noise},
     journal = {Trudy Instituta matematiki i mehaniki},
     pages = {251--267},
     year = {2012},
     volume = {18},
     number = {1},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TIMM_2012_18_1_a19/}
}
TY  - JOUR
AU  - I. V. Melnikova
AU  - M. A. Alshanskiy
TI  - The generalized well-posedness of the Cauchy problem for an abstract stochastic equation with multiplicative noise
JO  - Trudy Instituta matematiki i mehaniki
PY  - 2012
SP  - 251
EP  - 267
VL  - 18
IS  - 1
UR  - http://geodesic.mathdoc.fr/item/TIMM_2012_18_1_a19/
LA  - ru
ID  - TIMM_2012_18_1_a19
ER  - 
%0 Journal Article
%A I. V. Melnikova
%A M. A. Alshanskiy
%T The generalized well-posedness of the Cauchy problem for an abstract stochastic equation with multiplicative noise
%J Trudy Instituta matematiki i mehaniki
%D 2012
%P 251-267
%V 18
%N 1
%U http://geodesic.mathdoc.fr/item/TIMM_2012_18_1_a19/
%G ru
%F TIMM_2012_18_1_a19
I. V. Melnikova; M. A. Alshanskiy. The generalized well-posedness of the Cauchy problem for an abstract stochastic equation with multiplicative noise. Trudy Instituta matematiki i mehaniki, Trudy Instituta Matematiki i Mekhaniki UrO RAN, Tome 18 (2012) no. 1, pp. 251-267. http://geodesic.mathdoc.fr/item/TIMM_2012_18_1_a19/

[1] Da Prato G., Zabczyk J., Stochastic equations in infinite dimensions, Encycl. Math. Appl., 44, Cambridge Univ. Press, Cambridge, 1992, 454 pp. | MR

[2] Kuo H.-H., White noise distribution theory, CRC Press, Boca Raton, 1996, 378 pp. | MR | Zbl

[3] Holden H., Øksendal B., Ubøe J., Zhang T., Stochastic partial differential equations. A modelling, white noise functional approach, Birkhäuser, Boston, 1996, 229 pp. | MR | Zbl

[4] Filinkov A., Sorensen J., “Differential equations in spaces of abstract stochastic distributions”, Stoch. Stoch. Rep., 72:3–4 (2002), 129–173 | MR | Zbl

[5] Melnikova I. V., Filinkov A. I., Alshansky M. A., “Abstract stochastic equations II. Solutions in spaces of abstract stochastic distributions”, J. Math. Sci., 116:5 (2003), 3620–3656 | DOI | MR | Zbl

[6] Alshanskii M. A., Melnikova I. V., “Regulyarizovannye i obobschennye resheniya beskonechnomernykh stakhosticheskikh zadach”, Mat. sb., 202:11 (2011), 3–30

[7] Alshanskii M. A., “Stokhasticheski vozmuschennoe uravnenie populyatsionnoi dinamiki”, Tr. VII Vseros. nauch. konf. Ch. 3, Differentsialnye uravneniya i kraevye zadachi, Matematicheskoe modelirovanie i kraevye zadachi, SamGTU, Samara, 2010, 15–18