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Random motion of strings and related stochastic evolution equations with monotone nonlinearities

Zamani, S ; Sharif University of Technology | 2005

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  1. Type of Document: Article
  2. DOI: 10.1080/SAP-200044453
  3. Publisher: 2005
  4. Abstract:
  5. A limiting problem for a stochastic evolution equation is studied in the paper. In the equation, the linear operator is non-positive with a pure point spectrum, the non-linearity is monotone, and the Brownian motion is cylindrical. It is shown that, in the limit, the mild solution to the evolution equation tends to the solution of an ordinary Ito equation. Copyright © Taylor & Francis, Inc
  6. Keywords:
  7. Limiting problem ; Stochastic evolution equation ; Monotone nonlinearity
  8. Source: Stochastic Analysis and Applications ; Volume 23, Issue 5 , 2005 , Pages 903-920 ; 07362994 (ISSN)
  9. URL: https://www.tandfonline.com/doi/abs/10.1080/SAP-200044453?journalCode=lsaa20