On boundary conditions for stochastic evolution equations with an extremally chaotic source

S. Albeverio; T. Lyons; Yu Rozanov

doi:10.1070/SM1995v186n12ABEH000089

On boundary conditions for stochastic evolution equations with an extremally chaotic source

S. Albeverio, T. Lyons, Yu Rozanov

King Fahd University of Petroleum & Minerals

Research output: Contribution to journal › Article › peer-review

Abstract

Stochastic differential equations of the form (Formula presented), are considered for a generalized random field (Formula presented), in the domain G ⊆ R^d with stochastic boundary conditions on the boundary ∂G, corresponding to an elliptic operator A ≤ 0 and an extremal operator coefficient B (strengthening the chaotic source dη⁰_t of ‘white noise’ type).

Original language	English
Pages (from-to)	1693-1709
Number of pages	17
Journal	Sbornik Mathematics
Volume	186
Issue number	12
DOIs	https://doi.org/10.1070/SM1995v186n12ABEH000089
State	Published - 31 Dec 1995

ASJC Scopus subject areas

Algebra and Number Theory

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10.1070/SM1995v186n12ABEH000089

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@article{ccfd1124b8fd4f3992ef4f848daea1ac,

title = "On boundary conditions for stochastic evolution equations with an extremally chaotic source",

abstract = "Stochastic differential equations of the form (Formula presented), are considered for a generalized random field (Formula presented), in the domain G ⊆ Rd with stochastic boundary conditions on the boundary ∂G, corresponding to an elliptic operator A ≤ 0 and an extremal operator coefficient B (strengthening the chaotic source dη0t of {\textquoteleft}white noise{\textquoteright} type).",

author = "S. Albeverio and T. Lyons and Yu Rozanov",

year = "1995",

month = dec,

day = "31",

doi = "10.1070/SM1995v186n12ABEH000089",

language = "English",

volume = "186",

pages = "1693--1709",

journal = "Sbornik Mathematics",

issn = "1064-5616",

publisher = "Steklov Mathematical Institute of Russian Academy of Sciences",

number = "12",

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T1 - On boundary conditions for stochastic evolution equations with an extremally chaotic source

AU - Albeverio, S.

AU - Lyons, T.

AU - Rozanov, Yu

PY - 1995/12/31

Y1 - 1995/12/31

N2 - Stochastic differential equations of the form (Formula presented), are considered for a generalized random field (Formula presented), in the domain G ⊆ Rd with stochastic boundary conditions on the boundary ∂G, corresponding to an elliptic operator A ≤ 0 and an extremal operator coefficient B (strengthening the chaotic source dη0t of ‘white noise’ type).

AB - Stochastic differential equations of the form (Formula presented), are considered for a generalized random field (Formula presented), in the domain G ⊆ Rd with stochastic boundary conditions on the boundary ∂G, corresponding to an elliptic operator A ≤ 0 and an extremal operator coefficient B (strengthening the chaotic source dη0t of ‘white noise’ type).

UR - https://www.scopus.com/pages/publications/84957165008

U2 - 10.1070/SM1995v186n12ABEH000089

DO - 10.1070/SM1995v186n12ABEH000089

M3 - Article

AN - SCOPUS:84957165008

SN - 1064-5616

VL - 186

SP - 1693

EP - 1709

JO - Sbornik Mathematics

JF - Sbornik Mathematics

IS - 12

ER -

On boundary conditions for stochastic evolution equations with an extremally chaotic source

Abstract

ASJC Scopus subject areas

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