Relations between Stochastic and Partial Differential Equations in Hilbert Spaces
Joint Authors
Parfenenkova, V. S.
Melnikova, Irina V.
Source
International Journal of Stochastic Analysis
Issue
Vol. 2012, Issue 2012 (31 Dec. 2012), pp.1-9, 9 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2012-09-26
Country of Publication
Egypt
No. of Pages
9
Main Subjects
Abstract EN
The aim of the paper is to introduce a generalization of the Feynman-Kac theorem in Hilbert spaces.
Connection between solutions to the abstract stochastic differential equation dX(t)=AX(t)dt + BdW(t) and solutions to the deterministic partial differential (with derivatives in Hilbert spaces) equation for the probability characteristic ?t,xh(X(T)) is proved.
Interpretation of objects in the equations is given.
American Psychological Association (APA)
Melnikova, Irina V.& Parfenenkova, V. S.. 2012. Relations between Stochastic and Partial Differential Equations in Hilbert Spaces. International Journal of Stochastic Analysis،Vol. 2012, no. 2012, pp.1-9.
https://search.emarefa.net/detail/BIM-503944
Modern Language Association (MLA)
Melnikova, Irina V.& Parfenenkova, V. S.. Relations between Stochastic and Partial Differential Equations in Hilbert Spaces. International Journal of Stochastic Analysis No. 2012 (2012), pp.1-9.
https://search.emarefa.net/detail/BIM-503944
American Medical Association (AMA)
Melnikova, Irina V.& Parfenenkova, V. S.. Relations between Stochastic and Partial Differential Equations in Hilbert Spaces. International Journal of Stochastic Analysis. 2012. Vol. 2012, no. 2012, pp.1-9.
https://search.emarefa.net/detail/BIM-503944
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-503944
