On mild solutions of gradient systems in Hilbert spaces
Open Mathematics (2013)
- Volume: 11, Issue: 11, page 1994-2004
- ISSN: 2391-5455
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topAndrzej Rozkosz. "On mild solutions of gradient systems in Hilbert spaces." Open Mathematics 11.11 (2013): 1994-2004. <http://eudml.org/doc/269307>.
@article{AndrzejRozkosz2013,
abstract = {We consider the Cauchy problem for an infinite-dimensional Ornstein-Uhlenbeck equation perturbed by gradient of a potential. We prove some results on existence and uniqueness of mild solutions of the problem. We also provide stochastic representation of mild solutions in terms of linear backward stochastic differential equations determined by the Ornstein-Uhlenbeck operator and the potential.},
author = {Andrzej Rozkosz},
journal = {Open Mathematics},
keywords = {Gradient systems; Ornstein-Uhlenbeck operator; Mild solution; Backward stochastic differential equation; gradient systems; mild solution; backward stochastic differential equation},
language = {eng},
number = {11},
pages = {1994-2004},
title = {On mild solutions of gradient systems in Hilbert spaces},
url = {http://eudml.org/doc/269307},
volume = {11},
year = {2013},
}
TY - JOUR
AU - Andrzej Rozkosz
TI - On mild solutions of gradient systems in Hilbert spaces
JO - Open Mathematics
PY - 2013
VL - 11
IS - 11
SP - 1994
EP - 2004
AB - We consider the Cauchy problem for an infinite-dimensional Ornstein-Uhlenbeck equation perturbed by gradient of a potential. We prove some results on existence and uniqueness of mild solutions of the problem. We also provide stochastic representation of mild solutions in terms of linear backward stochastic differential equations determined by the Ornstein-Uhlenbeck operator and the potential.
LA - eng
KW - Gradient systems; Ornstein-Uhlenbeck operator; Mild solution; Backward stochastic differential equation; gradient systems; mild solution; backward stochastic differential equation
UR - http://eudml.org/doc/269307
ER -
References
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