Stochastic integrals for SPDEs: a comparison

DOI10.1016/J.EXMATH.2010.09.005zbMath1234.60064arXiv1001.0856OpenAlexW2124633737MaRDI QIDQ533110

Lluís Quer-Sardanyons, Robert C. Dalang

Publication date: 2 May 2011

Published in: Expositiones Mathematicae (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1001.0856

zbMATH Keywords

stochastic partial differential equationsstochastic heat equationmartingale measurestochastic integralstochastic wave equationspatially homogeneous Gaussian noisecylindrical Wiener processHilbert-space-valued Wiener process

Mathematics Subject Classification ID

Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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