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

Auteurs-es

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

Mots-clés :

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

Résumé

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.

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Publié-e

2023-09-28

Comment citer

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). Consulté à l’adresse https://tnsmb.org/journal/index.php/ijmam/article/view/59

Numéro

Vol. 5 No. 3 (2022): IJMAM Volume 5, Issue 3 (Oct. 2022)

Rubrique

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