Construction of the solution of 1-dimensional heat equation with white noise potential and its asymptotic behaviour

DOI10.1080/07362999608809452zbMath0876.60043OpenAlexW2009536017WikidataQ126241973 ScholiaQ126241973MaRDI QIDQ4342430

Hideaki Uemura

Publication date: 18 November 1997

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362999608809452

zbMATH Keywords

asymptotic behaviourstochastic heat equationmultiplicative noiseSkorokhod integrals

Mathematics Subject Classification ID

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

Related Items (10)

Stochastic parabolic Anderson model with time-homogeneous generalized potential: mild formulation of solution ⋮ Using homotopy WHEP technique for solving a stochastic nonlinear diffusion equation ⋮ A Feynman–Kac approach for the spatial derivative of the solution to the Wick stochastic heat equation driven by time homogeneous white noise ⋮ Time-homogeneous parabolic Wick-Anderson model in one space dimension: regularity of solution ⋮ Lyapunov exponent estimates of a class of higher-order stochastic Anderson models ⋮ Large deviation principle for the fourth-order stochastic heat equations with fractional noises ⋮ Stochastic fractional Anderson models with fractional noises ⋮ On a stochastic heat equation with first order fractional noises and applications to finance ⋮ On a Class of Stochastic Anderson Models with Fractional Noises ⋮ The approximate solution of a nonlinear diffusion equation using some techniques, a comparison study

Cites Work

• Parabolic problems for the Anderson model. I: Intermittency and related topics
• Stochastic calculus with anticipating integrands
• Unnamed Item

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