Abstract
This paper is devoted to the study of the existence and the uniqueness of the solution of the Stochastic Dirichlet-Poisson problems on Hilbert spaces. We prove that the unique solution of this equation is given by a probabilistic formula.
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Analyse Stochastique et Applications, Code: LR11ES13, Faculty of Sciences of Tunis, University of El Manar Tunisia.
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Communicated by Daniel Alpay.
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This article is part of the topical collection “Infinite-dimensional Analysis and Non-commutative Theory (Marek Bozejko, Palle Jorgensen and Yuri Kondratiev”.
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Chaari, S., Ben Farah, A. Stochastic Dirichlet–Poisson Problem on Hilbert Spaces. Complex Anal. Oper. Theory 18, 1 (2024). https://doi.org/10.1007/s11785-023-01438-5
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DOI: https://doi.org/10.1007/s11785-023-01438-5
Keywords
- Dirichlet problem
- Poisson problem
- Hilbert space
- Stochastic differential equation
- Itô diffusion
- Dynkin Formula