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

Autori

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

Parole chiave:

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

Abstract

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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Pubblicato

2023-09-28

Come citare

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). Recuperato da https://tnsmb.org/journal/index.php/ijmam/article/view/59

Fascicolo

V. 5 N. 3 (2022): IJMAM Volume 5, Issue 3 (Oct. 2022)

Sezione

Articles

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