کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1151665 1489884 2014 7 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Weak convergence of probability measures of Yosida approximate mild solutions of neutral SPDEs
کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
Weak convergence of probability measures of Yosida approximate mild solutions of neutral SPDEs
چکیده انگلیسی
In this paper, a neutral stochastic partial differential equation is studied in real separable Hilbert spaces. The aim here is to introduce Yosida approximations for this class of equations and to show the convergence of the mild solutions of the Yosida approximating systems in the pth-mean (p≥2) to the mild solutions of such equations. Moreover, in the special case when the neutral term has no delay, the weak convergence of probability measures induced by the mild solutions of the Yosida approximating system to the probability measures induced by mild solutions of the original equation is proved for the case p=2.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistics & Probability Letters - Volume 95, December 2014, Pages 26-32
نویسندگان
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