Результаты исследований: Вклад в журнал › Статья › Рецензирование
Результаты исследований: Вклад в журнал › Статья › Рецензирование
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TY - JOUR
T1 - Correctness and regularization of stochastic problems
AU - Melnikova, Irina
AU - Bovkun, Vadim
PY - 2024
Y1 - 2024
N2 - 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.
AB - 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.
UR - http://www.scopus.com/inward/record.url?partnerID=8YFLogxK&scp=85173931943
UR - https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=tsmetrics&SrcApp=tsm_test&DestApp=WOS_CPL&DestLinkType=FullRecord&KeyUT=001079742900001
U2 - 10.1515/jiip-2023-0011
DO - 10.1515/jiip-2023-0011
M3 - Article
VL - 32
SP - 529
EP - 540
JO - Journal of Inverse and Ill-Posed Problems
JF - Journal of Inverse and Ill-Posed Problems
SN - 0928-0219
IS - 3
ER -
ID: 58230726