White noise methods for stochastic partial differential equations (Q4029031)

[For the entire collection see Zbl 0754.00020.] \textit{T. Lindstrøm}, \textit{B. Øksendal} and \textit{J. Ubøe} (see the paper reviewed above) proposed to introduce a notion of positive perturbation noise in some class of PDS. They used the theory of white noise analysis as their fundamental tool. The author uses their setup to treat a one-dimensional hydrodynamical equation; \({d\over dt}\bigl(k(t){d\over dt}p(t)\bigr)=f(t)\), where \(f\) is a given deterministic functional belonging in \(L^ 1_{\text{loc}}(R,dt)\). The positive noise \(k(t)\) is taken as \(k(t)={}: \exp\bigl(\lambda\dot B(t)\bigr) :\) -- the renormalization of exponential of white noise. The unique weak solution is \[ p(t)=\int_ 0^ t{}: \exp\bigl(-\lambda\dot B(s_ 1)\bigr) :{}\left(\int_ 0^{s_ 1}f(s_ 2)ds_ 2\right)ds_ 1+p_ 1\diamond\int_ 0^ t{}: \exp\bigl(-\lambda\dot B(s)\bigr) :{}ds+p_ 2. \] He also considers an equation from turbulent transport; \[ {\partial\over\partial t}u(t,x)+\dot\eta(t,x)\circ\nabla u(t,x)={12\nu(t)\over\Delta u(t,x)}. \]