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    Semilinear stochastic equations in a Hilbert space with a fractional Brownian motion

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    DuncanTE_Feb2009.pdf (322.4Kb)
    Issue Date
    2009-02-01
    Author
    Duncan, Tyrone E.
    Maslowski, Bozenna J.
    Pasik-Duncan, Bozenna
    Publisher
    Society for Industrial and Applied Mathematics
    Type
    Article
    Article Version
    Scholarly/refereed, publisher version
    Metadata
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    Abstract
    The solutions of a family of semilinear stochastic equations in a Hilbert space with a fractional Brownian motion are investigated. The nonlinear term in these equations has primarily only a growth condition assumption. An arbitrary member of the family of fractional Brownian motions can be used in these equations. Existence and uniqueness for both weak and mild solutions are obtained for some of these semilinear equations. The weak solutions are obtained by a measure transformation that verifies absolute continuity with respect to the measure for the solution of the associated linear equation. Some examples of stochastic differential and partial differential equations are given that satisfy the assumptions for the solutions of the semilinear equations.
    Description
    This is the published version, also available here: http://dx.doi.org/10.1137/08071764X.
    URI
    http://hdl.handle.net/1808/16709
    DOI
    https://doi.org/10.1137/08071764X
    Collections
    • Aerospace Engineering Scholarly Works [49]
    • Mathematics Scholarly Works [282]
    Citation
    Duncan, Tyrone E., Maslowski, B., Pasik-Duncan, B. "SEMILINEAR STOCHASTIC EQUATIONS IN A HILBERT SPACE WITH A FRACTIONAL BROWNIAN MOTION." SIAM J. Math. Analysis. (2009) 40, 6. 2286-2315. http://www.dx.doi.org/10.1137/08071764X.

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    Contact KU ScholarWorks
    785-864-8983
    KU Libraries
    1425 Jayhawk Blvd
    Lawrence, KS 66045
    785-864-8983

    KU Libraries
    1425 Jayhawk Blvd
    Lawrence, KS 66045
    Image Credits
     

     

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