Stochastic Ditichlet-Poisson Problem on Hilbert Spaces

被引：0

作者：

Chaari, Sonia ^{[1
]}

Ben Farah, Afef ^{[1
]}

机构：

[1] Univ Carthage, Fac Sci Bizerte, Zarzouna, Tunisia

来源：

COMPLEX ANALYSIS AND OPERATOR THEORY | 2024年 / 18卷 / 01期

关键词：

Dirichlet problem; Poisson problem; Hilbert space; Stochastic differential equation; Ito diffusion; Dynkin Formula;

D O I：

10.1007/s11785-023-01438-5

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

This paper is devoted to the study of the existence and the uniqueness of the solution of the Stochastic Dirichlet-Poisson problems on Hilbert spaces. We prove that the unique solution of this equation is given by a probabilistic formula.

引用

页数：11

共 6 条

[1]

Fabbri G., 2017, Probability and Stochastic Modelling, V82

[2]

Gawarecki L, 2011, PROBAB APPL SER, P3, DOI 10.1007/978-3-642-16194-0

[3]

Neveu J., 1975, Discrete-parameter martingales, V10, P1

[4]

Oksendal B., 2003, Stochastic differential equations, DOI [DOI 10.1007/978-3-642-14394-6, 10.1007/978-3-642-14394-6]

[5] Dirichlet problem for parabolic equations on Hilbert spaces [J].

Talarczyk, A .

STUDIA MATHEMATICA, 2000, 141 (02) :109-142

[6]

YOR M, 1974, ANN I H POINCARE B, V10, P55

← 1 →