On an explicit representation of the solution of linear stochastic partial differential equations with delays

Abstract : Based on the analysis of a certain class of linear operators on a Banach space, we provide a closed form expression for the solutions of certain linear partial differential equations with non-autonomous input, time delays and stochastic terms, which takes the form of an infinite series expansion.
Document type :
Journal articles
Liste complète des métadonnées

https://hal.inria.fr/hal-00845589
Contributor : Pierre Kornprobst <>
Submitted on : Wednesday, July 17, 2013 - 2:13:40 PM
Last modification on : Friday, January 4, 2019 - 5:33:15 PM

Links full text

Identifiers

Citation

Mathieu Galtier, Jonathan Touboul. On an explicit representation of the solution of linear stochastic partial differential equations with delays. Comptes Rendus Mathématique, Elsevier Masson, 2012, 350 (3--4), pp.167 - 172. 〈10.1016/j.crma.2012.01.004〉. 〈hal-00845589〉

Share

Metrics

Record views

221