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arxiv: 1112.1807 · v3 · pith:SS5AT7BTnew · submitted 2011-12-08 · 🧮 math.FA

Analytically weak solutions to SPDEs with unbounded time-dependent differential operators and an application

classification 🧮 math.FA
keywords differentialsolutionsanalyticallyoperatorsstochastictime-dependentunboundedweak
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We analyze the concepts of analytically weak solutions of stochastic differential equations (SDEs) in Hilbert spaces with time-dependent unbounded operators and give conditions for existence and uniqueness of such solutions. Our studies are motivated by a stochastic partial differential equation (SPDE) arising in industrial mathematics.

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