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Cybernetics And Systems Analysis
International Theoretical Science Journal
UDC 519.21

Fomin-Shatashvili A.A.,1 Fomina T.A.,2 Shatashvili A.D.,3
1Donetsk Economic and Humanitarian Institute, Donetsk, Ukraine, e-mail: fiva@inbox.ru
2Tugan-Baranovskii National University of Economics and Trade, Donetsk, Ukraine.
3Institute of Applied Mathematics and Mechanics, National Academy of Sciences of Ukraine, Donetsk, Ukraine, e-mail: shatal@bk.ru

EQUIVALENCE OF THE PROBABILITY MEASURES GENERATED BY THE SOLUTIONS OF NONLINEAR EVOLUTION DIFFERENTIAL EQUALIZATIONS IN A HILBERT SPACE, DISTURBED BY GAUSSIAN PROCESSES. II

// Kibernetika i sistemnyj analiz. 2012. Vol. 48, N 1. P. 49–61.

Abstract. The paper continues the studies started by the authors in the equivalence of the measures generated by the solutions of nonlinear evolution differential equations with unbounded linear operators perturbed by random Gaussian processes in a Hilbert space, in particular Н. Two different nonlinear evolution differential equations perturbed by the same random Gaussian process in the right-hand side are considered in the space Н. The sufficient existence and uniqueness conditions are established for the solutions of these equations, the equivalence of the measures generated by the solutions is proved, and explicit formulas of the Radon–Nikodym density of the respective measures calculated in terms of the coefficients of the considered equations are written. Refs: 10 titles.

Keywords: evolution differential equations, evolution family of bounded operators, Radon–Nikodym density, equivalence of probability measures, generating operator, Hilbert–Schmidt operator.



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