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scientific article; zbMATH DE number 1341728
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scientific article; zbMATH DE number 1341728 |
Statements
26 June 2000
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singular stochastic PDE's
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measurement method
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measurement solutions
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Colombeau distributions
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0.8589502
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0.85533285
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0.84841484
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Applying the measurement method introduced by \textit{T. Lindstrøm, B. Øksendal, J. Obøe} and \textit{T. Zhang} [Stochastic Anal. Appl. 13, No. 2, 177-204 (1995; Zbl 0829.60053)] the author gives some results on solutions to singular ODE's and stochastic PDE's. The idea which is related to the theory of Colombeau distributions is based on smoothing both the coefficients and the candidates for a solution and defining the so-called errorfunction, and then passing to the limit. The solutions of equations obtained in such a way are called measurement solutions. For the entire collection see [Zbl 0918.00026].
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