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Correctness and regularization of stochastic problems. / Melnikova, Irina; Bovkun, Vadim.
в: Journal of Inverse and Ill-Posed Problems, Том 32, № 3, 2024, стр. 529-540.

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Harvard

Melnikova, I & Bovkun, V 2024, 'Correctness and regularization of stochastic problems', Journal of Inverse and Ill-Posed Problems, Том. 32, № 3, стр. 529-540. https://doi.org/10.1515/jiip-2023-0011

APA

Vancouver

Melnikova I, Bovkun V. Correctness and regularization of stochastic problems. Journal of Inverse and Ill-Posed Problems. 2024;32(3):529-540. doi: 10.1515/jiip-2023-0011

Author

Melnikova, Irina ; Bovkun, Vadim. / Correctness and regularization of stochastic problems. в: Journal of Inverse and Ill-Posed Problems. 2024 ; Том 32, № 3. стр. 529-540.

BibTeX

@article{aa88a45a42654a5d95e9be540805c7b8,
title = "Correctness and regularization of stochastic problems",
abstract = "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.",
author = "Irina Melnikova and Vadim Bovkun",
year = "2024",
doi = "10.1515/jiip-2023-0011",
language = "English",
volume = "32",
pages = "529--540",
journal = "Journal of Inverse and Ill-Posed Problems",
issn = "0928-0219",
publisher = "Walter de Gruyter GmbH",
number = "3",

}

RIS

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