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Study on the Well-Posedness of Solutions to Stochastic Evolution Equations Based on Stochastic Convolution

Zhewei Zhang

Abstract


This paper conducts an in-depth study on the well-posedness of solutions to stochastic evolution equations based on stochastic convolutions. By constructing appropriate operator semigroups and integrating Bochner-Itintegral theory, a systematic analysis of the properties
of stochastic convolutions is performed. Using the Burkholder-Davis-Gundy inequality, the contraction properties of semigroups, and Sobolev
space theory, the existence and uniqueness of mild solutions to stochastic evolution equations are rigorously proven in spaces, providing a
solid mathematical foundation for theoretical research and practical applications in related fields.

Keywords


Operator semigroup; Stochastic convolution; Statistical theory

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References


[1] Jiang Zhongming, Li Jie. Analytical Solutions to Generalized Probability Density Evolution Equations for Three Types of Stochastic

Systems [J]. Chinese Journal of Theoretical and Applied Mechanics, 2016, 48(02): 413421.

[2] Huang Zaitang. Research on the Dynamical Properties of Stochastic Differential Systems [D]. Nanning Normal University, Guangxi

Zhuang Autonomous Region, 2020-04-24.

[3] Jia Qian, Wang Wei. Regularity of Stochastic Convolutions with Distributed Delays [J/OL]. Journal of Capital Normal University (Natural

Science Edition), 110.




DOI: http://dx.doi.org/10.70711/frim.v3i9.7337

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