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Siberian Mathematical Journal

, Volume 58, Issue 6, pp 1052–1066 | Cite as

Stochastic Equations with an Unbounded Operator Coefficient and Multiplicative Noise

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Abstract

Under study is a stochastic operator-differential equation with multiplicative noise in the space of Hilbert-valued generalized random variables. Existence and uniqueness of solutions to the Cauchy problem are proved for the case of an unbounded operator coefficient at the white noise. The equation of population dynamics with a stochastically perturbed multiplication operator is presented as an example.

Keywords

stochastic operator-differential equation white noise generalized random variable S-transform Wick product Hitsuda–Skorokhod integral 

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Copyright information

© Pleiades Publishing, Ltd. 2017

Authors and Affiliations

  1. 1.Institute of Natural Sciences and MathematicsUral Federal UniversityEkaterinburgRussia
  2. 2.Institute of Radio Engineering and Information TechnologiesUral Federal UniversityEkaterinburgRussia

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