The paper is devoted to the regularization of ill-posed stochastic Cauchy problems in Hilbert spaces: du (t) = Au (t) dt + Bd W (t), t > 0, u (0) = ζ.(0.1). The need for regularization is connected with the fact that in the general case the operator A is not supposed to generate a strongly continuous semigroup and with the divergence of the series defining the infinite-dimensional Wiener process {W (t): t ≥ 0 }. The construction of regularizing operators uses the technique of Dunford-Schwartz operators, regularized semigroups, generalized Fourier transform and infinite-dimensional Q-Wiener processes.
Original languageEnglish
Pages (from-to)529-540
Number of pages12
JournalJournal of Inverse and Ill-Posed Problems
Volume32
Issue number3
DOIs
Publication statusPublished - 2024

    ASJC Scopus subject areas

  • Applied Mathematics

    WoS ResearchAreas Categories

  • Mathematics, Applied
  • Mathematics

ID: 58230726