Extending martingale measure stochastic integral with applications to spatially homogeneous S. P. D. E's

DOI10.1214/EJP.V4-43zbMath0922.60056MaRDI QIDQ1293636

Robert C. Dalang

Publication date: 8 July 1999

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/119958

zbMATH Keywords

Gaussian noisestochastic heat equationstochastic wave equationprocess solution

Mathematics Subject Classification ID

Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

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