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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