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Small time asymptotics for stochastic evolution equations
Stochastic partial differential equations small time asymp-totics
2011/1/18
We obtain a large deviation principle describing the small time asymp-totics of the solution of a stochastic evolution equation with multiplicative noise. Our assumptions are a condition on the linear...
Infinitely delayed stochastic evolution equations in UMD Banach spaces
stochastic evolution equations UMD Banach spaces
2010/11/18
We prove an existence and uniqueness result for the infinitely delayed stochastic evolution equation $$dU(t) = &\big(AU(t) + F(t,U_t)\big) dt + B(t,U_t)dW_H(t), t\in[0,T_0]$$ where $A$ is the generat...