Stochastic Dirichlet–Poisson Problem on Hilbert Spaces

被引:0
|
作者
Sonia Chaari
Afef Ben Farah
机构
[1] Faculty of Sciences of Bizerte,
[2] University of Carthage,undefined
来源
Complex Analysis and Operator Theory | 2024年 / 18卷
关键词
Dirichlet problem; Poisson problem; Hilbert space; Stochastic differential equation; Itô diffusion; Dynkin Formula; Primary 35J05; Secondary 46C05; 65C30;
D O I
暂无
中图分类号
学科分类号
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
收藏
相关论文
共 50 条
  • [41] Stochastic Policy Gradient Ascent in Reproducing Kernel Hilbert Spaces
    Paternain, Santiago
    Bazerque, Juan Andres
    Small, Austin
    Ribeiro, Alejandro
    IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2021, 66 (08) : 3429 - 3444
  • [42] Splitting methods for a convex feasibility problem in Hilbert spaces
    Zhang, Yunpeng
    Li, Yanling
    JOURNAL OF NONLINEAR SCIENCES AND APPLICATIONS, 2016, 9 (05): : 2638 - 2648
  • [43] Dirichlet problem for elliptic equations with coefficients in locally Morrey spaces
    Di Gironimo, Patrizia
    JOURNAL OF INTERDISCIPLINARY MATHEMATICS, 2020, 23 (06) : 1109 - 1120
  • [44] The Cauchy-Dirichlet problem for the heat equation in besov spaces
    Zadrzyńska E.
    Zajaczkowski W.M.
    Journal of Mathematical Sciences, 2008, 152 (5) : 638 - 673
  • [45] Scorza-Dragoni approach to Dirichlet problem in Banach spaces
    Andres, Jan
    Malaguti, Luisa
    Pavlackova, Martina
    BOUNDARY VALUE PROBLEMS, 2014,
  • [46] Scorza-Dragoni approach to Dirichlet problem in Banach spaces
    Jan Andres
    Luisa Malaguti
    Martina Pavlačková
    Boundary Value Problems, 2014
  • [47] Solvability of the Dirichlet Problem with Boundary Functions from Weight Spaces
    G. M. Airapetyan
    Mathematical Notes, 2004, 76 : 599 - 605
  • [48] The Dirichlet problem for elliptic systems with data in Kothe function spaces
    Maria Martell, Jose
    Mitrea, Dorina
    Mitrea, Irina
    Mitrea, Marius
    REVISTA MATEMATICA IBEROAMERICANA, 2016, 32 (03) : 913 - 970
  • [49] Dirichlet problem for holomorphic functions in generalized Hölder spaces
    V. V. Napalkov
    A. Yu. Timofeev
    Doklady Mathematics, 2010, 81 : 403 - 405
  • [50] Solvability of the Dirichlet problem with boundary functions from weight spaces
    Airapetyan, GM
    MATHEMATICAL NOTES, 2004, 76 (5-6) : 599 - 605