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JOURNALS // Matematicheskii Sbornik // Archive

Mat. Sb., 1995 Volume 186, Number 12, Pages 3–20 (Mi sm89)

This article is cited in 1 paper

On boundary conditions for stochastic evolution equations with an extremally chaotic source

S. A. Albeverioa, T. J. Lyonsb, Yu. A. Rozanovc

a Ruhr-Universität Bochum, Mathematischer Institut
b Imperial College, Technology and Medicine
c Steklov Mathematical Institute, Russian Academy of Sciences

Abstract: Stochastic differential equation of the form
$$ d\xi_t=A\xi_t\,dt+Bd\eta_t^0, \qquad t\in I=(t_0,t_1), $$
are considered for a generalized random field
$$ \xi_t\equiv(\varphi,\xi_t), \quad \varphi\in C_0^\infty(G), $$
in the domain $G\subseteq\mathbb R^d$ with stochastic boundary conditions on the boundary corresponding to an operator $A\leqslant0$ and an extremal operator coefficient $B$ (strengthening the chaotic source $d\eta^0_t$ of ‘white noise’ type).

UDC: 519.2

MSC: 60H15, 35R60

Received: 11.04.1995


 English version:
Sbornik: Mathematics, 1995, 186:12, 1693–1709

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© Steklov Math. Inst. of RAS, 2025