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arXiv · 1112.1807

Analytically weak solutions to SPDEs with unbounded time-dependent differential operators and an application

Benedict Baur·Martin Grothaus·Tan Thanh Mai
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Abstract

We analyze the concepts of analytically weak solutions of stochastic differential equations (SDEs) in Hilbert spaces with time-dependent unbounded operators and give conditions for existence and uniqueness of such solutions. Our studies are motivated by a stochastic partial differential equation (SPDE) arising in industrial mathematics.

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Benedict Baur, Martin Grothaus, Tan Thanh Mai. 2013-01-30. Analytically weak solutions to SPDEs with unbounded time-dependent differential operators and an application. https://arxiv.org/abs/1112.1807

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