Parabolic Ito equations with mixed in time conditions
We study linear stochastic partial differential equations of parabolic type with special boundary conditions in time. The standard Cauchy condition at the initial time is replaced by a condition that mixes the values of the solution at different times, including the terminal time and continuously di...
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| Format: | Journal Article |
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Marcel Dekker Inc.
2011
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| Online Access: | http://hdl.handle.net/20.500.11937/12158 |
| _version_ | 1848748000343490560 |
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| author | Dokuchaev, Nikolai |
| author_facet | Dokuchaev, Nikolai |
| author_sort | Dokuchaev, Nikolai |
| building | Curtin Institutional Repository |
| collection | Online Access |
| description | We study linear stochastic partial differential equations of parabolic type with special boundary conditions in time. The standard Cauchy condition at the initial time is replaced by a condition that mixes the values of the solution at different times, including the terminal time and continuously distributed times. Uniqueness, solvability and regularity results for the solutions are obtained. |
| first_indexed | 2025-11-14T06:58:05Z |
| format | Journal Article |
| id | curtin-20.500.11937-12158 |
| institution | Curtin University Malaysia |
| institution_category | Local University |
| last_indexed | 2025-11-14T06:58:05Z |
| publishDate | 2011 |
| publisher | Marcel Dekker Inc. |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | curtin-20.500.11937-121582017-09-13T16:01:59Z Parabolic Ito equations with mixed in time conditions Dokuchaev, Nikolai parabolic Ito equations non-local in time conditions stochastic partial differential equations non-local boundary conditions mixed in time conditions We study linear stochastic partial differential equations of parabolic type with special boundary conditions in time. The standard Cauchy condition at the initial time is replaced by a condition that mixes the values of the solution at different times, including the terminal time and continuously distributed times. Uniqueness, solvability and regularity results for the solutions are obtained. 2011 Journal Article http://hdl.handle.net/20.500.11937/12158 10.1080/07362990802007137 Marcel Dekker Inc. fulltext |
| spellingShingle | parabolic Ito equations non-local in time conditions stochastic partial differential equations non-local boundary conditions mixed in time conditions Dokuchaev, Nikolai Parabolic Ito equations with mixed in time conditions |
| title | Parabolic Ito equations with mixed in time conditions |
| title_full | Parabolic Ito equations with mixed in time conditions |
| title_fullStr | Parabolic Ito equations with mixed in time conditions |
| title_full_unstemmed | Parabolic Ito equations with mixed in time conditions |
| title_short | Parabolic Ito equations with mixed in time conditions |
| title_sort | parabolic ito equations with mixed in time conditions |
| topic | parabolic Ito equations non-local in time conditions stochastic partial differential equations non-local boundary conditions mixed in time conditions |
| url | http://hdl.handle.net/20.500.11937/12158 |