Relations between stochastic and partial differential equations in hilbert spaces

Melnikova, I. V.; Parfenenkova, V. S.

doi:10.1155/2012/858736

Please use this identifier to cite or link to this item: https://elar.urfu.ru/handle/10995/51233

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DC Field	Value	Language
dc.contributor.author	Melnikova, I. V.	en
dc.contributor.author	Parfenenkova, V. S.	en
dc.date.accessioned	2017-09-04T14:45:33Z	-
dc.date.available	2017-09-04T14:45:33Z	-
dc.date.issued	2012	-
dc.identifier.citation	Melnikova I. V. Relations between stochastic and partial differential equations in hilbert spaces / I. V. Melnikova, V. S. Parfenenkova // International Journal of Stochastic Analysis. — 2012. — Vol. 2012.	en
dc.identifier.issn	2090-3332	-
dc.identifier.other	1	good_DOI
dc.identifier.other	80d2a000-7191-4749-bb2f-7a36bc8648a3	pure_uuid
dc.identifier.other	http://www.scopus.com/inward/record.url?partnerID=8YFLogxK&scp=84867818158	m
dc.identifier.uri	http://elar.urfu.ru/handle/10995/51233	-
dc.description.abstract	The aim of the paper is to introduce a generalization of the Feynman-Kac theorem in Hilbert spaces. Connection between solutions to the abstract stochastic differential equation d X (t) = A X (t) d t + B d W (t) and solutions to the deterministic partial differential (with derivatives in Hilbert spaces) equation for the probability characteristic t, x h (X (T)) is proved. Interpretation of objects in the equations is given. © 2012 I. V. Melnikova and V. S. Parfenenkova.	en
dc.format.mimetype	application/pdf	en
dc.language.iso	en	en
dc.rights	info:eu-repo/semantics/openAccess	en
dc.source	International Journal of Stochastic Analysis	en
dc.title	Relations between stochastic and partial differential equations in hilbert spaces	en
dc.type	Article	en
dc.type	info:eu-repo/semantics/publishedVersion	en
dc.type	info:eu-repo/semantics/article	en
dc.identifier.doi	10.1155/2012/858736	-
dc.identifier.scopus	84867818158	-
local.contributor.employee	Мельникова Ирина Валерьяновна	ru
local.contributor.employee	Парфененкова Валентина Сергеевна	ru
local.volume	2012	-
local.contributor.department	Институт естественных наук и математики	ru
local.identifier.pure	1073264	-
local.description.order	858736	-
local.identifier.eid	2-s2.0-84867818158	-
Appears in Collections:	Научные публикации ученых УрФУ, проиндексированные в SCOPUS и WoS CC

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