Stochastic boundary value problems: A white noise functional approach

DOI10.1007/BF01192171zbMath0792.60055MaRDI QIDQ1326315

Helge Holden, Jan Ubøe, Bernt Øksendal, Tom Lindstrøm, Tu-Sheng Zhang

Publication date: 24 July 1994

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationsstochastic Schrödinger equationstochastic boundary value problems

Mathematics Subject Classification ID

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

Related Items (7)

Measurements of ordinary and stochastic differential equations. ⋮ Complex valued multiparameter stochastic integrals ⋮ The pressure equation for fluid flow in a stochastic medium ⋮ The burgers equation with a noisy force and the stochastic heat equation ⋮ Stability properties of stochastic partial differential equations ⋮ DIRICHLET PROBLEM WITH STOCHASTIC COEFFICIENTS ⋮ Discrete Wick calculus and stochastic functional equations

Cites Work

• Generalized Brownian functionals and the solution to a stochastic partial differential equation
• Multiple Wiener integral
• Multiplication of distributions
• Stochastic differential equations. An introduction with applications.
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