✦ LIBER ✦

Infinite-dimensional stochastic partial differential equations with multiparametric Brownian motion

✍ Scribed by L. L. Ponomarenko

Publisher: Springer US
Year: 1977
Tongue: English
Weight: 787 KB
Volume: 12
Category: Article
ISSN: 1573-8337
DOI: 10.1007/bf01070397

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Stability of stochastic partial differen

Stability of stochastic partial differential equations with infinite delays

✍ Jiaowan Luo 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 422 KB

In this paper, we study the existence and the asymptotical stability in p-th moment of mild solutions to stochastic partial differential equations with infinite delays where tτ (t), tδ(t) → ∞ with delays τ (t), δ(t) → ∞ as t → ∞. Our method for investigating the stability of solutions is based on t

A parabolic stochastic differential equa

A parabolic stochastic differential equation with fractional Brownian motion input

✍ W. Grecksch; V.V. Anh 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 417 KB

An infinite dimensional stochastic diffe

An infinite dimensional stochastic differential equation with state spaceC(ℝ)

✍ Koichiro Iwata 📂 Article 📅 1987 🏛 Springer 🌐 English ⚖ 774 KB

Solving nonlinear stochastic differentia

Solving nonlinear stochastic differential equations with fractional Brownian motion using reducibility approach

✍ Caibin Zeng; Qigui Yang; Yang Quan Chen 📂 Article 📅 2011 🏛 Springer Netherlands 🌐 English ⚖ 428 KB

A Series Approach to Stochastic Differen

A Series Approach to Stochastic Differential Equations with Infinite Dimensional Noise

✍ Onno van Gaans 📂 Article 📅 2005 🏛 SP Birkhäuser Verlag Basel 🌐 English ⚖ 285 KB

Approximation of solutions of stochastic

Approximation of solutions of stochastic differential equations with fractional Brownian motion by solutions of random ordinary differential equations

✍ K. V. Ral’chenko; H. M. Shevchenko 📂 Article 📅 2011 🏛 Springer 🌐 English ⚖ 133 KB