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JOURNALS // Trudy Instituta Matematiki i Mekhaniki UrO RAN // Archive

Trudy Inst. Mat. i Mekh. UrO RAN, 2012 Volume 18, Number 1, Pages 251–267 (Mi timm794)

This article is cited in 7 papers

The generalized well-posedness of the Cauchy problem for an abstract stochastic equation with multiplicative noise

I. V. Melnikova, M. A. Alshanskiy

Ural Federal University

Abstract: We study the existence, uniqueness, and stability of a solution to the Cauchy problem for a stochastic differential equation with multiplicative noise in the spaces of generalized random variables with values in a Hilbert space.

Keywords: Cauchy problem, semigroup, white noise, generalized solutions.

UDC: 517.983+517.982.4+519.21

Received: 23.05.2011


 English version:
Proceedings of the Steklov Institute of Mathematics (Supplement Issues), 2013, 280, suppl. 1, S134–S150

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