SPDEs with Volterra Noise

Autor:	Jana Šnupárková, Petr Čoupek, Bohdan Maslowski
Rok vydání:	2018
Předmět:	Stochastic partial differential equation Noise Nonlinear Sciences::Exactly Solvable and Integrable Systems Mathematical analysis Bilinear interpolation Boundary (topology) Type (model theory) Mathematics
Zdroj:	Springer Proceedings in Mathematics & Statistics ISBN: 9783319749280
Popis:	Recent results on linear stochastic partial differential equations driven by Volterra processes with linear or bilinear noise are briefly reviewed and partially extended. In the linear case, existence and regularity properties of stochastic convolution integral are established and the results are applied to 1D linear parabolic PDEs with boundary noise of Volterra type. For the equations with bilinear noise, existence and large time behaviour of solutions are studied.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::76f9e54c38657b6505b61a49c680715c https://doi.org/10.1007/978-3-319-74929-7_7 Zobrazit plný text záznamu