Rothe's method to semilinear hyperbolic integrodifferential equations

D. Bahaguna, A. K. Pani and V. Raghavendra

International Journal of Stochastic Analysis, 1990, vol. 3, 1-8

Abstract:

In this paper we consider an application of Rothe's method to abstract semi-linear hyperbolic integrodifferential equations in Hilbert spaces. With the aid of Rothe's method we establish the existence of a unique strong solution.

Date: 1990
References: Add references at CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://downloads.hindawi.com/journals/IJSA/3/958354.pdf (application/pdf)
http://downloads.hindawi.com/journals/IJSA/3/958354.xml (text/xml)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hin:jnijsa:958354

DOI: 10.1155/S1048953390000223

Access Statistics for this article

More articles in International Journal of Stochastic Analysis from Hindawi
Bibliographic data for series maintained by Mohamed Abdelhakeem ().