Equations with Random Gaussian Operators with Unbounded Mean Value |
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Authors: | Vlasenko M A |
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Institution: | (1) Institute of Mathematics, Ukrainian Academy of Sciences, Kiev |
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Abstract: | We consider an equation in a Hilbert space with a random operator represented as a sum of a deterministic, closed, densely defined operator and a Gaussian strong random operator. We represent a solution of an equation with random right-hand side in terms of stochastic derivatives of solutions of an equation with deterministic right-hand side. We consider applications of this representation to the anticipating Cauchy problem for a stochastic partial differential equation. |
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