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JOURNALS // Izvestiya Vysshikh Uchebnykh Zavedenii. Matematika // Archive

Izv. Vyssh. Uchebn. Zaved. Mat., 2011 Number 5, Pages 3–11 (Mi ivm7297)

This article is cited in 1 paper

Gaussian white noise with trajectories in the space $\mathcal S'(H)$

M. A. Alshanskii

Chair of Computational Methods and Equations of Mathematical Physics, Radiotechnical institute – RTF, Ural Federal University, Ekaterinburg, Russia

Abstract: In this paper we construct a Gaussian white noise with trajectories in the space of generalized functions over $\mathcal S$ with values in a separable Hilbert space $H$. We obtain a solution to the Cauchy problem for a linear operator-differential equation with the additive white noise as a generalized random process with trajectories in the space of exponential distributions. We prove existence of the solution in the case when the operator coefficient $A$ generates a $C_0$ semigroup and in the case when $A$ generates an integrated semigroup.

Keywords: Gaussian white noise, generalized random process, semigroups of bounded operators.

UDC: 517.983+519.21

Received: 27.11.2009
Revised: 15.03.2010


 English version:
Russian Mathematics (Izvestiya VUZ. Matematika), 2011, 55:5, 1–7

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