Currently displaying 1 – 6 of 6

Showing per page

Order by Relevance | Title | Year of publication

Continuity versus nonexistence for a class of linear stochastic Cauchy problems driven by a Brownian motion

Johanna DettweilerJ.M.A.M. van Neerven — 2006

Czechoslovak Mathematical Journal

Let A = d / d θ denote the generator of the rotation group in the space C ( Γ ) , where Γ denotes the unit circle. We show that the stochastic Cauchy problem d U ( t ) = A U ( t ) + f d b t , U ( 0 ) = 0 , ( 1 ) where b is a standard Brownian motion and f C ( Γ ) is fixed, has a weak solution if and only if the stochastic convolution process t ( f * b ) t has a continuous modification, and that in this situation the weak solution has a continuous modification. In combination with a recent result of Brzeźniak, Peszat and Zabczyk it follows that (1) fails to have a weak solution for all...

Page 1

Download Results (CSV)