A Stochastic Nonlinear Evolution Equation

  • Wilfried Grecksch

    Universität Halle-Wittenberg, Germany

Abstract

A stochastic evolution equation for processes with values in two orthogonal subspaces of a Hilbert space is considered. Such types of equations arise in the study of quasistatic processes of elastic viscoplastic materials with random disturbances. Using the theory of Hilbert space valued Ito equations an existence and uniqueness theorem is proved. Finally a time discrete approximation is discussed.

Cite this article

Wilfried Grecksch, A Stochastic Nonlinear Evolution Equation. Z. Anal. Anwend. 11 (1992), no. 4, pp. 539–552

DOI 10.4171/ZAA/586