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Differential equations in spaces of Hilbert space valued distributions

Published online by Cambridge University Press:  17 April 2009

Maxim Alshansky
Maxim Alshansky
Affiliation:
Ural State Technical University, Yekaterinburg, Russia, e-mail: [email protected]
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Abstract

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A Gaussian measure is introduced on the space of Hilbert space valued tempered distributions. It is used to define a Hilbert space valued Q-Wiener process and a white noise process with a nuclear covariance operator Q. The proposed construction is used for solving operator-differential equations with additive noise with the operator coefficient generating an n-times integrated exponentially bounded semigroup.

Type
Research Article
Information
Bulletin of the Australian Mathematical Society , Volume 68 , Issue 3 , December 2003 , pp. 491 - 500
Copyright
Copyright © Australian Mathematical Society 2003

References

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