On random measures on spaces of trajectories and strong and weak solutions of stochastic equations
We investigate stationary random measures on spaces of sequences or functions. A new definition of a strong solution of a stochastic equation is proposed. We prove that the existence of a weak solution in the ordinary sense is equivalent to the existence of a strong measure-valued solution.
Збережено в:
| Дата: | 2004 |
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| Автори: | , |
| Формат: | Стаття |
| Мова: | Російська Англійська |
| Опубліковано: |
Institute of Mathematics, NAS of Ukraine
2004
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| Онлайн доступ: | https://umj.imath.kiev.ua/index.php/umj/article/view/3782 |
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| Назва журналу: | Ukrains’kyi Matematychnyi Zhurnal |
| Завантажити файл: |  |
Репозитарії
Ukrains’kyi Matematychnyi Zhurnal| Резюме: | We investigate stationary random measures on spaces of sequences or functions. A new definition of a strong solution of a stochastic equation is proposed. We prove that the existence of a weak solution in the ordinary sense is equivalent to the existence of a strong measure-valued solution. |
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