数学物理学报(英文版) ›› 1993, Vol. 13 ›› Issue (4): 384-390.

• 论文 • 上一篇    下一篇

UNIQUENESS OF THE MILD SOLUTION OF SEMILINEAR STOCHASTIC EVOLUTION EQUATION IN HILBERT SPACE

许明浩1, 胡则成2   

  1. 1. Dept. of Math., Wuhan Univ., Wuhan 430072, China;
    2. Dept. of Math., Wuhan Univ. of Tech., Wuhan 430070, China
  • 收稿日期:1991-10-04 出版日期:1993-12-25 发布日期:1993-12-25
  • 基金资助:
    This work is supported by the National Science Foundation of China

UNIQUENESS OF THE MILD SOLUTION OF SEMILINEAR STOCHASTIC EVOLUTION EQUATION IN HILBERT SPACE

Xu Minghao1, Hu Zecheng2   

  1. 1. Dept. of Math., Wuhan Univ., Wuhan 430072, China;
    2. Dept. of Math., Wuhan Univ. of Tech., Wuhan 430070, China
  • Received:1991-10-04 Online:1993-12-25 Published:1993-12-25
  • Supported by:
    This work is supported by the National Science Foundation of China

摘要: In this paper, we will consider following initial value problem of semilinear stochastic evolution equation in Hilbert Space:
dy(t)=[Ay(t)+f(t,y(t))]dt+G(t,y(t))dW(t) y(0)=y0
where W(t) is a wiener process in H, H and Y are two real separable Hilbert Spaces, A is an infinitesimal generator of a strongly continuous semigroup s(t) on Y,f(t, y):[0, TY→Y, and G(t, y):[0, TY→L(H, Y), y0:Ω→Y is a ramdom variable of square integrable. We apply theory of the semigroup and obtain two conclusions of uniqueness of the mild solution of (1) which include the corresponding results in[4].

Abstract: In this paper, we will consider following initial value problem of semilinear stochastic evolution equation in Hilbert Space:
dy(t)=[Ay(t)+f(t,y(t))]dt+G(t,y(t))dW(t) y(0)=y0
where W(t) is a wiener process in H, H and Y are two real separable Hilbert Spaces, A is an infinitesimal generator of a strongly continuous semigroup s(t) on Y,f(t, y):[0, TY→Y, and G(t, y):[0, TY→L(H, Y), y0:Ω→Y is a ramdom variable of square integrable. We apply theory of the semigroup and obtain two conclusions of uniqueness of the mild solution of (1) which include the corresponding results in[4].