An approximation of linear evolution equation with stochastic partial derivative in Sobolev space

Avtorji

  • B.O. Osu
  • I.U. Amadi*
  • I. Davies‡ Department of Mathematics, Rivers State University, Nkpolu Oroworokwo, Port Harcourt, Nigeria

Ključne besede:

Sobolev spaces, stochastic PDE, smooth function, weak solution, elliptic PDE

Povzetek

In this paper, the existence and uniqueness of classical solution of stochastic elliptic Partial Differential Equation was considered. The analytical approach of weak solutions is presented in details which has enough financial implications in time-varying investments. Finally, the computations were basically on invocation of ellipticity; which gave analytical estimates from the structural algebraic ellipticity assumption in Sobolev space.

Prenosi

Objavljeno

2023-09-28

Kako citirati

Osu, B. ., Amadi*, I. ., & Davies‡, . I. . (2023). An approximation of linear evolution equation with stochastic partial derivative in Sobolev space . International Journal of Mathematical Analysis and Modelling, 5(3). Pridobljeno od https://journal.tnsmb.org/index.php/ijmam/article/view/59

Številka

Letn. 5 Št. 3 (2022): IJMAM Volume 5, Issue 3 (Oct. 2022)

Rubrike

Articles

Najbolj brani prispevki istega avtorja(jev)