Regularization of stochastic problems with respect to variables of different kinds

DOI10.1134/S1064562409030284zbMath1188.47010OpenAlexW2170663872MaRDI QIDQ736028

Irina V. Melnikova

Publication date: 26 October 2009

Published in: Doklady Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s1064562409030284

zbMATH Keywords

regularisationstochastic Cauchy problem in Hilbert space

Mathematics Subject Classification ID

Functional-differential equations in abstract spaces (34K30) Random operators and equations (aspects of stochastic analysis) (60H25) Ordinary differential equations and systems with randomness (34F05) Stochastic systems in control theory (general) (93E03) Linear differential equations in abstract spaces (34G10) Linear operators and ill-posed problems, regularization (47A52)

Cites Work

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• A theory of bond portfolios
• Singular perturbation and boundary layer for an abstract Cauchy problem
• Abstract stochastic equations. II: Solutions in spaces of abstract stochastic distributions.
• Peculiarities and regularization of ill-posed Cauchy problems with differential operators
• Stochastic Equations in Infinite Dimensions

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