کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
4622661 1339503 2007 12 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Existence and uniqueness of solutions of semilinear stochastic infinite-dimensional differential systems with H-regular noise
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آنالیز ریاضی
پیش نمایش صفحه اول مقاله
Existence and uniqueness of solutions of semilinear stochastic infinite-dimensional differential systems with H-regular noise
چکیده انگلیسی

Existence and uniqueness of approximate strong solutions of stochastic infinite-dimensional systemsdu=[A(t)u+B(t,u)]dt+G(t,u)dW,u(0,⋅)=u0∈H,t⩾0 with local Lipschitz-continuous, time-depending nonrandom operators A,BA,B and G acting on a separable Hilbert space H are studied. For this purpose, some monotonicity conditions on those operators and an existing U-series expansion of the space–time Wiener process W (U  -valued, U⊆HU⊆H, U   Hilbert space) with ∑n=1+∞αn2<+∞ belonging to the trace of related covariance operator Q of W   with local noise intensities αn2∈R1 as eigenvalues of Q are exploited.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Mathematical Analysis and Applications - Volume 332, Issue 1, 1 August 2007, Pages 334–345
نویسندگان
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