数学物理学报 ›› 2009, Vol. 29 ›› Issue (2): 383-391.

• 论文 • 上一篇    下一篇

Hilbert 空间上一类非线性随机发展方程

乔会杰   

  1. (东南大学数学系 |南京 211189)
  • 收稿日期:2007-12-30 修回日期:2009-01-12 出版日期:2009-04-25 发布日期:2009-04-25

A Nonlinear Stochastic Evolution Equation in Hilbert Space

Qiao Huijie   

  1. (Department of Mathematics, Southeast University, Nanjing 211189)
  • Received:2007-12-30 Revised:2009-01-12 Online:2009-04-25 Published:2009-04-25

摘要:

该文处理了实可分Hilbert 空间上一类非线性随机发展方程, 证明了此类方程有唯一适度解. 而且, 方程的时间离散化逼近被证明收敛.

关键词: 随机发展方程, 适度解, 时间离散化逼近

Abstract:

This paper deals with a nonlinear stochastic evolution equation in a real separable Hilbert space. It is shown that the stochastic equation has a unique mild solution. Moreover, a time discretized approximation for the equation is proved to converge.

Key words: Stochastic evolution equation, Mild solution, Time discretized approximation

中图分类号: 

  • 60H15