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JOURNALS // Contemporary Mathematics. Fundamental Directions // Archive

CMFD, 2006 Volume 16, Pages 96–109 (Mi cmfd50)

This article is cited in 3 papers

Abstract Cauchy Problem in spaces of stochastic distributions

I. V. Mel'nikovaa, A. I. Filinkovb

a Ural State University
b University of Adelaide

Abstract: The first order abstract Cauchy problem with additive white noise and generator of an $R$-semigroup in a Hilbert space $H$ is investigated. A generalized solution in spaces of $H$-valued stochastic distributions is constructed and main characteristics of the solution are obtained.

UDC: 517.98+519.21


 English version:
Journal of Mathematical Sciences, 2008, 149:5, 1567–1579

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