On some stochastic parabolic differential equations in a Hilbert space
2005 ◽
Vol 2005
(2)
◽
pp. 167-173
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Keyword(s):
We consider some stochastic difference partial differential equations of the form du(x,t,c)=L(x,t,D)u(x,t,c)dt+M(x,t,D)u(x,t−a,c)dw(t), where L(x,t,D) is a linear uniformly elliptic partial differential operator of the second order, M(x,t,D) is a linear partial differential operator of the first order, and w(t) is a Weiner process. The existence and uniqueness of the solution of suitable mixed problems are studied for the considered equation. Some properties are also studied. A more general stochastic problem is considered in a Hilbert space and the results concerning stochastic partial differential equations are obtained as applications.
1985 ◽
Vol 26
(4)
◽
pp. 503-516
◽
1958 ◽
Vol 10
◽
pp. 127-160
◽
2005 ◽
Vol 57
(4)
◽
pp. 1045-1065
1955 ◽
Vol s3-5
(2)
◽
pp. 129-147
◽