Well-Posedness of the Cauchy Problem for Stochastic Evolution Functional Equations


Cite item

Full Text

Open Access Open Access
Restricted Access Access granted
Restricted Access Subscription Access

Abstract

We prove the existence, uniqueness, and continuous dependence on the initial data of the solutions of the Cauchy problem for stochastic evolution functional equations with random coefficients in Hilbert spaces. We propose a method for constructing an approximating sequence for the solution of the Cauchy problem and obtain an estimate for the rate of convergence to the exact solution.

About the authors

M. M. Vas’kovskii

Belarusian State University

Author for correspondence.
Email: vaskovskii@bsu.by
Belarus, Minsk, 220030

Supplementary files

Supplementary Files
Action
1. JATS XML

Copyright (c) 2018 Pleiades Publishing, Ltd.