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Stochastic systems governed by B-evolutions on Hilbert spaces

Published online by Cambridge University Press:  14 November 2011

N. U. Ahmed  and
S. Kerbal
N. U. Ahmed
Affiliation:
Department of Mathematics and Department of Electrical Engineering, University of Ottawa, 161 rue Louis-Pasteur, CP, Ottawa, Ontario, Canada K1N 6N5
S. Kerbal
Affiliation:
Department of Mathematics and Department of Electrical Engineering, University of Ottawa, 161 rue Louis-Pasteur, CP, Ottawa, Ontario, Canada K1N 6N5
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Synopsis

In this paper, we consider the question of existence of solutions and their regularity properties for a large class of stochastic evolution equations governed by B-evolutions involving two different Hilbert spaces. This allows dynamic boundary conditions together with noisy boundary data. They cover also stochastic boundary value problems. Our results are illustrated by two practical examples.

Type
Research Article
Information
Proceedings of the Royal Society of Edinburgh Section A: Mathematics , Volume 127 , Issue 5 , 1997 , pp. 903 - 920
Copyright
Copyright © Royal Society of Edinburgh 1997

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