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JOURNALS // Matematicheskii Sbornik // Archive

Mat. Sb., 2011 Volume 202, Number 11, Pages 3–30 (Mi sm7686)

This article is cited in 20 papers

Regularized and generalized solutions of infinite-dimensional stochastic problems

M. A. Alshanskiy, I. V. Mel'nikova

Ural Federal University named after the First President of Russia B. N. Yeltsin, Ekaterinburg

Abstract: The paper is concerned with solutions of Cauchy's problem for stochastic differential-operator equations in separable Hilbert spaces. Special emphasis is placed on the case when the operator coefficient of the equation is not a generator of a $C_0$-class semigroup, but rather generates some regularized semigroup. Regularized solutions of equations in the Itô form with a Wiener process as an inhomogeneity and generalized solutions of equations with white noise are constructed in various spaces of abstract distributions.
Bibliography: 23 titles.

Keywords: regularized semigroup of operators, abstract distribution, generalized solution, Wiener process, white noise.

UDC: 517.983+517.982.4+519.21

MSC: Primary 60H10, 34F05; Secondary 47D60, 47D62

Received: 29.01.2010 and 02.02.2011

DOI: 10.4213/sm7686


 English version:
Sbornik: Mathematics, 2011, 202:11, 1565–1592

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