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

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Sobolev spaces##common.commaListSeparator## stochastic PDE##common.commaListSeparator## smooth function##common.commaListSeparator## weak solution##common.commaListSeparator## elliptic PDE

Abstrakt

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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Publikované

2023-09-28

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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). Cit z https://tnsmb.org/journal/index.php/ijmam/article/view/59

Číslo

Diel 5 Číslo 3 (2022): IJMAM Volume 5, Issue 3 (Oct. 2022)

Sekcia

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