Generalized solutions of linear parabolic stochastic partial differential equations (Q1389844): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 04:10, 5 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
