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Correctness and regularization of stochastic problems

  • Irina V. Melnikova EMAIL logo and Vadim A. Bovkun
Published/Copyright: October 4, 2023

Abstract

The paper is devoted to the regularization of ill-posed stochastic Cauchy problems in Hilbert spaces:

(0.1) d u ( t ) = A u ( t ) d t + B d W ( t ) , t > 0 , u ( 0 ) = ξ .

The need for regularization is connected with the fact that in the general case the operator A is not supposed to generate a strongly continuous semigroup and with the divergence of the series defining the infinite-dimensional Wiener process { W ( t ) : t 0 } . The construction of regularizing operators uses the technique of Dunford–Schwartz operators, regularized semigroups, generalized Fourier transform and infinite-dimensional Q-Wiener processes.

Award Identifier / Grant number: 23-21-00199

Funding statement: The research is supported by the Russian Science Foundation, Grant No. 23-21-00199.

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Received: 2023-01-30
Revised: 2023-07-14
Accepted: 2023-07-29
Published Online: 2023-10-04
Published in Print: 2024-06-01

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