Generalized solutions of linear parabolic stochastic partial differential equations (Q1389844)
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scientific article; zbMATH DE number 1172137
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| English | Generalized solutions of linear parabolic stochastic partial differential equations |
scientific article; zbMATH DE number 1172137 |
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Generalized solutions of linear parabolic stochastic partial differential equations (English)
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2 March 1999
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Two Cauchy problems are considered for parabolic stochastic partial differential equations in the sense of generalized solutions where multiplicative noise terms are defined by Hitsuda-Skorokhod integrals with respect to space time white noise processes. Existence and uniqueness theorems are proved by using the generalized Feynman-Kac formula, the Girsanov formula and the S-transformation.
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stochastic Cauchy problem
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generalized solution
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Feynman-Kac formula
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Girsanov formula
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0.8853378295898438
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0.8233300447463989
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0.8209506869316101
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