Abstract functional second-order stochastic evolution equations with applications
| Autor: | Mark A. McKibben, Micah Webster |
|---|---|
| Jazyk: | angličtina |
| Rok vydání: | 2017 |
| Předmět: |
Geometric Brownian motion
Stochastic evolution equation Fractional Brownian motion General Mathematics Mathematical analysis Cosine family Stochastic partial differential equation Stochastic differential equation Compact space Diffusion process Local time Initial value problem Second-order equation Mathematics |
| DOI: | 10.13016/m2rj48v1h |
| Popis: | We investigate a class of abstract second-order damped functional stochastic evolution equations driven by a fractional Brownian motion in a separable Hilbert space. The global existence of mild solutions is established under various growth and compactness conditions. The case of a nonlocal initial condition is addressed. A related convergence result is discussed, and the theory is applied to stochastic wave and beam equations, as well as a spring-mass system, for illustrative purposes. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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