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    Parabolic Ito equations with mixed in time conditions

    168888_42660_spdepp2008.pdf (117.2Kb)
    Access Status
    Open access
    Authors
    Dokuchaev, Nikolai
    Date
    2011
    Type
    Journal Article
    
    Metadata
    Show full item record
    Citation
    Dokuchaev, Nikolai. 2008. Parabolic Ito equations with mixed in time conditions. Stochastic Analysis and Applications. 26 (3): pp. 562-576.
    Source Title
    Stochastic Analysis and Applications
    DOI
    10.1080/07362990802007137
    ISSN
    1532-9356
    School
    Department of Mathematics and Statistics
    URI
    http://hdl.handle.net/20.500.11937/12158
    Collection
    • Curtin Research Publications
    Abstract

    We study linear stochastic partial differential equations of parabolic type with special boundary conditions in time. The standard Cauchy condition at the initial time is replaced by a condition that mixes the values of the solution at different times, including the terminal time and continuously distributed times. Uniqueness, solvability and regularity results for the solutions are obtained.

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