Using Lyapunov Functions in Proofs of Existence of Solutions to Stochastic Equations
作者: A.I. Kirillov
刊名: Global and Stochastic Analysis, 2015, Vol.2 (1)
来源数据库: Mind Reader Publications
关键词: Stochastic equationstrong solutionweak solutionBrownian motion with driftNavie–Stokes equationLyapunov functiontight family of measures.
原始语种摘要: The method of Lyapunov functions is used to prove new existence theorems for stochastic equations in infinite dimensions. Existence of strong and generalized solutions is proved. Martingale solutions are discussed. Examples of application of the theorems are described. One of them is the stochastic equation of Navier–Stokes type.
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  • dimensions 面积
  • generalized 广义
  • stochastic 随机的
  • infinite 无穷的
  • proved 证实储量
  • application 申请
  • existence 存在
  • equation 方程
  • strong 
  • method 方法