A Semigroup Approach to Stochastic Dynamical Boundary Value Problems
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.
keywordsStochastic differential equations boundary noise semigroup theory dynamical boundary conditions
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