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Bulletin of Irkutsk State University. Series Mathematics, 2013, Volume 6, Issue 1, Pages 20–34
(Mi iigum3)
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This article is cited in 8 scientific papers (total in 8 papers)
The linear Sobolev-type Equations With Relatively $p$-bounded Operators and Additive White Noise
S. A. Zagrebina, E. A. Soldatova South Ural State University (National Research University), 76, Lenin Ave, Chelyabinsk, 454080
Abstract:
In the paper we observe the Cauchy–Dirichlet problem for the Barenblatt–Zheltov–Kochina equation for the perturbed white noise. We show the reduction of the problem under consideration to the Cauchy problem for stochastic Sobolev-type equation. We obtain sufficient conditions for the unique solvability for the abstract problem and for the Cauchy–Dirichlet problem for the Barenblatt–Zheltov–Kochina equation of the perturbed white noise. Our research is based on the mathematical model of Shestakov–Sviridyuk stochastic optimal measurement where under the «White noise» is understood the Nelson–Gliklikh derivative of the Wiener process.
Keywords:
linear Sobolev type equations, relative spectrum, Wiener process, additive white noise.
Citation:
S. A. Zagrebina, E. A. Soldatova, “The linear Sobolev-type Equations With Relatively $p$-bounded Operators and Additive White Noise”, Bulletin of Irkutsk State University. Series Mathematics, 6:1 (2013), 20–34
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https://www.mathnet.ru/eng/iigum3 https://www.mathnet.ru/eng/iigum/v6/i1/p20
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