EVOLUTION EQUATIONS DRIVEN BY GENERAL STOCHASTIC MEASURES IN HILBERT SPACE

被引：17

作者：

Radchenko, V. M. ^{[1
]}

机构：

[1] Taras Shevchenko Natl Univ Kyiv, Kiev, Ukraine

来源：

THEORY OF PROBABILITY AND ITS APPLICATIONS | 2015年 / 59卷 / 02期

关键词：

stochastic measure; stochastic integration in Hilbert space; stochastic evolution equation; mild solution; REGULARITY; VALUES;

D O I：

10.1137/S0040585X97T987119

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We consider stochastic evolution equations in Hilbert space driven by general stochastic measures. For stochastic measures in the equations we assume s-additivity in probability only. The integrals of deterministic functions with respect to stochastic measures in Hilbert space are defined. Existence and continuity of the mild solutions of the equations are proved.

引用

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页码：328 / U185

页数：12

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