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

Izv. Vyssh. Uchebn. Zaved. Mat., 2011 Number 6, Pages 90–99 (Mi ivm7508)

This article is cited in 1 paper

Solution of nonlinear stochastic equations with a generator of a semigroup discontinuous at zero

A. A. Ogorodnikov

Chair of Mathematical Analysis, Ural State University, Ekaterinburg, Russia

Abstract: In this paper we study the Cauchy problem for a nonlinear stochastic equation with a generator of a semigroup discontinuous at zero. We prove the unique existence of a mild solution for some class of such semigroups. We establish a connection between weak and mild solutions for such semigroups.

Keywords: abstract stochastic Cauchy problem, operator semigroup, $Q$-Wiener process, stochastic integral.

UDC: 517.988+519.212

Received: 23.12.2009


 English version:
Russian Mathematics (Izvestiya VUZ. Matematika), 2011, 55:6, 76–84

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