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Solutions of stochastic partial differential equations as extremals of convex functionals.

Authors :
Gyöngy, I.
Martínez, T.
Source :
Acta Mathematica Hungarica; Oct2005, Vol. 109 Issue 1/2, p127-145, 19p
Publication Year :
2005

Abstract

Stochastic evolution equations with monotone operators in Banach spaces are considered. The solutions are characterized as minimizers of certain convex functionals. The method of monotonicity is interpreted as a method of constructing minimizers to these functionals, and in this way solutions are constructed via Euler-Galerkin approximations. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
02365294
Volume :
109
Issue :
1/2
Database :
Complementary Index
Journal :
Acta Mathematica Hungarica
Publication Type :
Academic Journal
Accession number :
19256717
Full Text :
https://doi.org/10.1007/s10474-005-0237-4