Variational approach to nonlinear stochastic differential equations in Hilbert spaces

被引:0
|
作者
Barbu, Viorel [1 ,2 ]
机构
[1] Alexandru Ioan Cuza Univ, Iasi, Romania
[2] Romanian Acad, Octav Mayer Inst, Bucharest, Romania
关键词
Hilbert space; nonlinear stochastic differential equation; nonlinear maximal monotone operator; variational couple;
D O I
10.37193/CJM.2021.02.15
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
Here we survey a few functional methods to existence theory for infinite dimensional stochastic differential equations of the form dX + A(t)X(t) = B(t, X(t))dW (t), X(0) = X-0, where A(t) is a nonlinear maximal monotone operator in a variational couple (V, V'). The emphasis is put on a new approach of the classical existence result of N. Krylov and B. Rozovski on existence for the infinite dimensional stochastic differential equations which is given here via the theory of nonlinear maximal monotone operators in Banach spaces. A variational approach to this problem is also developed.
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页码:295 / 309
页数:15
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