A linear quadratic control problem for the stochastic heat equation driven by Q-Wiener processes
Sign Up to like & getrecommendations! Published in 2018 at "Journal of Mathematical Analysis and Applications"
DOI: 10.1016/j.jmaa.2017.08.052
Abstract: Abstract We consider a control problem for the stochastic heat equation with Neumann boundary condition, where controls and noise terms are defined inside the domain as well as on the boundary. The noise terms are… read more here.
Keywords: control problem; wiener processes; problem stochastic; stochastic heat ... See more keywords
Wiener processes on ????(q,h) time scales
Sign Up to like & getrecommendations! Published in 2019 at "Journal of Interdisciplinary Mathematics"
DOI: 10.1080/09720502.2019.1586141
Abstract: Abstract In this paper we deduce a kind of Brownian motion on the time scale ????(q,h). We see that this kind of Wiener process can not be extend to real numbers, and a special concept… read more here.
Keywords: time scales; processes time; time; wiener processes ... See more keywords