Second order PDEs with Dirichlet white noise boundary conditions

DOI10.1007/s00028-014-0246-2zbMath1317.60075arXiv1305.5324OpenAlexW2029791582MaRDI QIDQ2351623

Francesco Russo, Szymon Peszat, Zdzisław Brzeźniak, Beniamin Goldys

Publication date: 26 June 2015

Published in: Journal of Evolution Equations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1305.5324

zbMATH Keywords

Dirichlet problemheat equationfractional Brownian motionPoisson equationLévy noisestochastic evolution equationwhite noise boundary conditions

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Fractional processes, including fractional Brownian motion (60G22) Heat equation (35K05) Applications of stochastic analysis (to PDEs, etc.) (60H30) Generalized stochastic processes (60G20) White noise theory (60H40) Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

Related Items (12)

Gauss-Markov processes on Hilbert spaces ⋮ Linear parabolic equation with Dirichlet white noise boundary conditions ⋮ On evolution equations with white-noise boundary conditions ⋮ Boundary value problems with rough boundary data ⋮ Stabilization of stochastic parabolic equations with boundary-noise and boundary-control ⋮ Maximal regularity with weights for parabolic problems with inhomogeneous boundary conditions ⋮ Advection-diffusion equation on a half-line with boundary Lévy noise ⋮ Sample paths of white noise in spaces with dominating mixed smoothness ⋮ Boundary value problems of elliptic and parabolic type with boundary data of negative regularity ⋮ Fast Diffusion Limit for Reaction-Diffusion Systems with Stochastic Neumann Boundary Conditions ⋮ Stochastic integration with respect to fractional processes in Banach spaces ⋮ Elliptic and parabolic boundary value problems in weighted function spaces

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