Generalized solutions of linear parabolic stochastic partial differential equations (Q1389844): Difference between revisions
From MaRDI portal
Removed claims |
Set OpenAlex properties. |
||
(2 intermediate revisions by 2 users not shown) | |||
Property / author | |||
Property / author: Juergen Potthoff / rank | |||
Normal rank | |||
Property / author | |||
Property / author: Gjermund Våge / rank | |||
Normal rank | |||
Property / author | |||
Property / author: Hisao Watanabe / rank | |||
Normal rank | |||
Property / reviewed by | |||
Property / reviewed by: Wilfried Grecksch / rank | |||
Normal rank | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2031424434 / rank | |||
Normal rank |
Latest revision as of 20:02, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Generalized solutions of linear parabolic stochastic partial differential equations |
scientific article |
Statements
Generalized solutions of linear parabolic stochastic partial differential equations (English)
0 references
2 March 1999
0 references
Two Cauchy problems are considered for parabolic stochastic partial differential equations in the sense of generalized solutions where multiplicative noise terms are defined by Hitsuda-Skorokhod integrals with respect to space time white noise processes. Existence and uniqueness theorems are proved by using the generalized Feynman-Kac formula, the Girsanov formula and the S-transformation.
0 references
stochastic Cauchy problem
0 references
generalized solution
0 references
Feynman-Kac formula
0 references
Girsanov formula
0 references