STOCHASTIC DIFFERENTIAL EQUATIONS IN HILBERT SPACE,

Abstract

Existence and uniqueness theorems for stochastic evolution equations are developed in a Hilbert space context. The results are based on a blending of the theorems for evolution equations with stochastic integration for Hilbert space valued random processes. The results are applied to stochastically forced parabolic partial differential equations such as has arised in heat transfer problems. (Author)

Document Details

Document Type
Technical Report
Publication Date
Jun 01, 1970
Accession Number
AD0708140

Entities

People

  • Peter L. Falb
  • Ruth F. Curtain

Organizations

  • Brown University

Tags

DTIC Thesaurus Topics

  • Blending
  • Cooperation
  • Differential Equations
  • Equations
  • Heat Transfer
  • Hilbert Space
  • Mathematical Analysis
  • Mathematics
  • Partial Differential Equations
  • Personal Information Managers

Fields of Study

  • Mathematics

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Fluid Dynamics.
  • Linear Algebra

Technology Areas

  • Space