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Random Motion of Strings and Related Stochastic Evolution Equations with Monotone Nonlinearities
Authors:
Shiva Zamani a;
Bijan Z. Zangeneh b
| Affiliations: | a Graduate School of Management and Economics, Sharif University of Technology, Tehran, Iran |
| b Department of Mathematical Sciences, Sharif University of Technology, Tehran, Iran |
DOI:
10.1080/SAP-200044453
Publication Frequency:
6 issues per year
Published in:
Stochastic Analysis and Applications,
Volume
23,
Issue
5
September
2005
, pages 903
- 920
Stochastic Analysis and Applications,
Volume
23,
Issue
5
September
2005
, pages 903
- 920
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Abstract
A limiting problem for a stochastic evolution equation is studied in the paper. In the equation, the linear operator is non-positive with a pure point spectrum, the non-linearity is monotone, and the Brownian motion is cylindrical. It is shown that, in the limit, the mild solution to the evolution equation tends to the solution of an ordinary Ito equation.
|
| Keywords: Limiting problem; Monotone nonlinearity; Stochastic evolution equation |
| Mathematics Subject Classification: 60H15; 65C30 |
| view references (8) |
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