On the generalized stochastic Dirichlet problem. I: The stochastic weak maximum principle

DOI10.1007/S11118-009-9155-3zbMath1200.60054OpenAlexW1993978946MaRDI QIDQ964220

Stevan Pilipović, Dora Seleši

Publication date: 15 April 2010

Published in: Potential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11118-009-9155-3

zbMATH Keywords

stochastic differential equationWick productchaos expansionelliptic linear differential operatorgeneralized expectationgeneralized random process

Mathematics Subject Classification ID

Sobolev spaces and other spaces of ``smooth functions, embedding theorems, trace theorems (46E35) Applications of stochastic analysis (to PDEs, etc.) (60H30) Generalized stochastic processes (60G20) Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05) Applications of functional analysis in probability theory and statistics (46N30) Generalized functions for nonlinear analysis (Rosinger, Colombeau, nonstandard, etc.) (46F30)

Related Items (10)

The Stochastic Dirichlet Problem Driven by the Ornstein–Uhlenbeck Operator: Approach by the Fredholm Alternative for Chaos Expansions ⋮ Fundamental solutions of singular SPDEs ⋮ Transport in a Stochastic Goupillaud Medium ⋮ Stochastic evolution equations with Wick-polynomial nonlinearities ⋮ Solutions of hyperbolic stochastic PDEs on bounded and unbounded domains ⋮ Elliptic equations of higher stochastic order ⋮ Fundamental equations with higher order Malliavin operators ⋮ On generalized Malliavin calculus ⋮ Frequency-distributed representation of irrational linear systems ⋮ Malliavin calculus for generalized and test stochastic processes

Cites Work

• Elliptic partial differential equations of second order
• The pressure equation for fluid flow in a stochastic medium
• EXPANSION THEOREMS FOR GENERALIZED RANDOM PROCESSES, WICK PRODUCTS AND APPLICATIONS TO STOCHASTIC DIFFERENTIAL EQUATIONS
• Algebra of Generalized Stochastic Processes and the Stochastic Dirichlet Problem
• DIRICHLET PROBLEM WITH STOCHASTIC COEFFICIENTS
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