Analytically weak solutions to SPDEs with unbounded time-dependent differential operators and an application
Functional Analysis
2013-01-31 v3
Abstract
We analyze the concepts of analytically weak solutions of stochastic differential equations (SDEs) in Hilbert spaces with time-dependent unbounded operators and give conditions for existence and uniqueness of such solutions. Our studies are motivated by a stochastic partial differential equation (SPDE) arising in industrial mathematics.
Keywords
Cite
@article{arxiv.1112.1807,
title = {Analytically weak solutions to SPDEs with unbounded time-dependent differential operators and an application},
author = {Benedict Baur and Martin Grothaus and Tan Thanh Mai},
journal= {arXiv preprint arXiv:1112.1807},
year = {2013}
}