On an explicit representation of the solution of linear stochastic partial differential equations with delays
Classical Analysis and ODEs
2011-09-08 v2 Functional Analysis
Abstract
Based on the analysis of a certain class of linear operators on a Banach space, we provide a closed form expression for the solutions of certain linear partial differential equations with non-autonomous input, time delays and stochastic terms, which takes the form of an infinite series expansion.
Keywords
Cite
@article{arxiv.1103.5859,
title = {On an explicit representation of the solution of linear stochastic partial differential equations with delays},
author = {Mathieu Galtier and Jonathan Touboul},
journal= {arXiv preprint arXiv:1103.5859},
year = {2011}
}