Existence and Uniqueness for Stochastic Dynamic Equations
نویسندگان
چکیده
منابع مشابه
A Unified Existence and Uniqueness Theorem for Stochastic Evolution Equations
An existence and uniqueness theorem for mild solutions of stochastic evolution equations is presented and proved. The diffusion coefficient is handled in a unified way which allows a unified theorem to be formulated for different cases, in particular, of multiplicative space–time white noise and trace-class noise. 2000 Mathematics subject classification: primary 60H15; secondary 35K90.
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ژورنال
عنوان ژورنال: International Journal of Statistics and Probability
سال: 2013
ISSN: 1927-7040,1927-7032
DOI: 10.5539/ijsp.v2n2p77