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Random Evolution Equations Driven by Space-Time White Noise

  • Anatoly Swishchuk
Part of the Mathematics and Its Applications book series (MAIA, volume 504)

Abstract

In this chapter we introduce three classes of stochastic integrals over martingale measure in a way similar to that of Ito, Stratonovich and Skorohod integrals, and study some their properties (Section 3.2) We also study some stochastic evolutionary operator equations driven by space-time white noise (Section 3.3) Examples of those equations arise from the limiting RE in diffusion approximation (Section 3.5) We can obtain their from the solution of martingale problem over martingale measure (Section 3.4) It is a way to investigate evolutionary operator equations driven by Wiener martingale measure (Sections 3.1, 3.4) We use RE approach in this connection.

Keywords

Quadratic Variation Martingale Measure Martingale Problem Measurable Bounded Function Random Evolution 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media Dordrecht 2000

Authors and Affiliations

  • Anatoly Swishchuk
    • 1
  1. 1.Institute of MathematicsNational Academy of SciencesKievUkraine

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