
doi: 10.1007/bf01049295
The author considers the problem \[ du(f,x)=({\mathcal L}u(t,x) + f(t,x))dt+ ({\mathcal N}^ l(t,x)u(t,x)+ g^ l(t,x))dW^ l(t), \quad u(0,x)=u_ 0(x), \] \(x\in M\), where \((W^{\l},{\mathcal F}_ t)\) is a \(d_ 1\)- dimensional Wiener process on a stochastic basis \((\Omega,{\mathcal F},P,({\mathcal F}_ t))\), \({\mathcal L}\) is a second order and \({\mathcal N}^ 1,\dots,{\mathcal N}^{d_ 1}\) are first order differential operators acting on differentiable functions defined on a manifold \(M\). \(g^ l\), \(f\) are adapted random fields an \(R^ +\times M\), \(u_ 0\) is an \({\mathcal F}_ 0\)-measurable random field on \(M\). The stochastic differential is defined in Itô's sense. Existence and uniqueness theorems are proved by using of well-weighted Sobolev spaces.
Inverse problems for PDEs, Stochastic partial differential equations (aspects of stochastic analysis), stochastic partial differential equations, Sobolev spaces, differential manifolds
Inverse problems for PDEs, Stochastic partial differential equations (aspects of stochastic analysis), stochastic partial differential equations, Sobolev spaces, differential manifolds
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