Linear SPDEs driven by stationary random distributions (Q1934659)
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| Language | Label | Description | Also known as |
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| English | Linear SPDEs driven by stationary random distributions |
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Linear SPDEs driven by stationary random distributions (English)
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29 January 2013
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A class of linear stochastic partial differential equations (SPDEs) are investigated. The noise might be non-Gaussian but includes spatially homogeneous Gaussian noises and fractional noises. Sufficient conditions imposed on the Green function of the involved differential operator for the existence of a random field solution of a linear SPDE with this type of noise are presented. The main results are applied to the study of the heat and wave equations.
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stationary random distribution
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stochastic partial differential equation
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fractional Brownian motion
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