A Semigroup Approach to Stochastic Dynamical Boundary Value Problems

  • S. Bonaccorsi
  • G. Ziglio
Part of the IFIP International Federation for Information Processing book series (IFIPAICT, volume 202)

Abstract

In many physical applications, the evolution of the system is endowed with dynamical boundary conditions, i.e., with boundary operators containing time derivatives. In this paper we discuss a generalization of such systems, where stochastic perturbations affect the way the system evolves in the interior of the domain as well as on the boundary.

keywords

Stochastic differential equations boundary noise semigroup theory dynamical boundary conditions 

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Copyright information

© International Federation for Information Processing 2006

Authors and Affiliations

  • S. Bonaccorsi
    • 1
  • G. Ziglio
    • 1
  1. 1.Department of MathematicsUniversity of TrentoTrentoItaly

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