Accession Number : AD0708140

Title :   STOCHASTIC DIFFERENTIAL EQUATIONS IN HILBERT SPACE,

Corporate Author : BROWN UNIV PROVIDENCE R I

Personal Author(s) : Falb,Peter L. ; Curtain,Ruth F.

Report Date : JUN 1970

Pagination or Media Count : 35

Abstract : Existence and uniqueness theorems for stochastic evolution equations are developed in a Hilbert space context. The results are based on a blending of the theorems for evolution equations with stochastic integration for Hilbert space valued random processes. The results are applied to stochastically forced parabolic partial differential equations such as has arised in heat transfer problems. (Author)

Descriptors :   (*DIFFERENTIAL EQUATIONS, HILBERT SPACE), STOCHASTIC PROCESSES, HEAT TRANSFER, PARTIAL DIFFERENTIAL EQUATIONS, INTEGRAL EQUATIONS, MEASURE THEORY, NUMERICAL INTEGRATION, RANDOM VARIABLES, THEOREMS

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE