Parabolic Ito equations with mixed in time conditions
| dc.contributor.author | Dokuchaev, Nikolai | |
| dc.date.accessioned | 2017-01-30T11:29:05Z | |
| dc.date.available | 2017-01-30T11:29:05Z | |
| dc.date.created | 2011-11-18T01:21:25Z | |
| dc.date.issued | 2011 | |
| dc.identifier.citation | Dokuchaev, Nikolai. 2008. Parabolic Ito equations with mixed in time conditions. Stochastic Analysis and Applications. 26 (3): pp. 562-576. | |
| dc.identifier.uri | http://hdl.handle.net/20.500.11937/12158 | |
| dc.identifier.doi | 10.1080/07362990802007137 | |
| dc.description.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. | |
| dc.publisher | Marcel Dekker Inc. | |
| dc.subject | parabolic Ito equations | |
| dc.subject | non-local in time conditions | |
| dc.subject | stochastic partial differential equations | |
| dc.subject | non-local boundary conditions | |
| dc.subject | mixed in time conditions | |
| dc.title | Parabolic Ito equations with mixed in time conditions | |
| dc.type | Journal Article | |
| dcterms.source.volume | 26 | |
| dcterms.source.startPage | 562 | |
| dcterms.source.endPage | 576 | |
| dcterms.source.issn | 1532-9356 | |
| dcterms.source.title | Stochastic Analysis and Applications | |
| curtin.department | Department of Mathematics and Statistics | |
| curtin.accessStatus | Open access |