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首页> 外文期刊>Infinite dimensional analysis, quantum probability, and related topics >A NOTE ON VARIATIONAL SOLUTIONSTO SPDE PERTURBED BY GAUSSIANNOISE IN A GENERAL CLASS
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A NOTE ON VARIATIONAL SOLUTIONSTO SPDE PERTURBED BY GAUSSIANNOISE IN A GENERAL CLASS

机译:一般类中高斯噪声扰动的SPDE变分解的一个注记

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摘要

This note deals with existence and uniqueness of (variational) solutions to the followingtype of stochastic partial differential equations on a Hilbert space H dX(t) = A(t, X (t))dt+B(t, X (t))dW (t) h(t)dG(t),where A and B are random nonlinear operators satisfying monotonicity conditions andG is an infinite dimensional Gaussian process adapted to the same filtration as thecylindrical Wiener process W(t),t>0.
机译:本说明涉及希尔伯特空间上以下类型的随机偏微分方程(变分)解的存在性和唯一性H dX(t)= A(t,X(t))dt + B(t,X(t)) dW(t)h(t)dG(t),其中A和B是满足单调性条件的随机非线性算子,G是无限维高斯过程,适用于与圆柱维纳过程W(t),t> 0相同的过滤。

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