Existence and uniqueness of the solution for stochastic equations on banach spaces

Existence and uniqueness of the solution for stochastic equations on banach spaces
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Banach空间上随机方程解的存在唯一性

DOI:
10.1080/17442509508834024
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发表时间:
1995
期刊:
Stochastics and Stochastics Reports
影响因子:
--
通讯作者:
Peszat Szymon
Peszat Szymon
中科院分区:
--
文献类型:
--
作者:
Peszat Szymon

文献摘要

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本文讨论了一类随机方程的解的存在唯一性,其中A是Hilbert空间H上C0-半群的生成元,F和G定义在H的某个子空间上,W表示H上的柱面Wiener过程.作为特例,我们考虑一类随机反应扩散方程
The present paper is concerned with the existence and uniqueness of the solution for the stochastic equation where A is the generator of a C 0-semigroup on a Hilbert space H, F and G are defined on some subspace of H, and W stands for a cylindrical Wiener process on H. As a special case we consider a stochastic reaction diffusion equation