Construction of a solution of random transport equation with boundary condition

DOI10.2969/jmsj/03140719zbMath0405.60067OpenAlexW2037185991MaRDI QIDQ1257294

Tadahisa Funaki

Publication date: 1979

Published in: Journal of the Mathematical Society of Japan (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2969/jmsj/03140719

zbMATH Keywords

Initial-Boundary Value ProblemDiffusion ProcessReflectiStochastic Partial Differential EquationStratonovich's Stochastic Integral

Mathematics Subject Classification ID

Brownian motion (60J65) Diffusion processes (60J60) Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

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