Stochastic heat equation with white-noise drift

DOI10.1016/S0246-0203(00)00122-9MaRDI QIDQ1978133zbMATH OpenOpenAlexFDO

Authors Elisa Alòs, David Nualart, Frederi Viens

Publication date 27 June 2001

Published in Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL http://www.numdam.org/item?id=AIHPB_2000__36_2_181_0, https://eudml.org/doc/77656

zbMATH Keywords

real lineSkorokhod integralstochastic semigroupanticipative stochastic evolution equationbackward heat kernelwhite noise drift

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Heat equation (35K05) Stochastic integrals (60H05) Random operators and equations (aspects of stochastic analysis) (60H25)

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