Please use this identifier to cite or link to this item: http://elar.urfu.ru/handle/10995/27494
Title: The generalized well-posedness of the Cauchy problem for an abstract stochastic equation with multiplicative noise
Authors: Melnikova, I. V.
Alshanskiy, M. A.
Issue Date: 2013
Citation: Melnikova I. V. The generalized well-posedness of the Cauchy problem for an abstract stochastic equation with multiplicative noise / I. V. Melnikova, M. A. Alshanskiy // Proceedings of the Steklov Institute of Mathematics. — 2013. — Vol. 280. — № 1. — P. 134-150.
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. © 2013 Pleiades Publishing, Ltd.
Keywords: CAUCHY PROBLEM
GENERALIZED SOLUTIONS
SEMIGROUP
WHITE NOISE
URI: http://elar.urfu.ru/handle/10995/27494
RSCI ID: 20430842
SCOPUS ID: 84875970155
WOS ID: 000317236500011
PURE ID: 922291
ISSN: 0081-5438
DOI: 10.1134/S0081543813020119
Appears in Collections:Научные публикации ученых УрФУ, проиндексированные в SCOPUS и WoS CC

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