Stochastic partial differential equations

DOI10.1007/978-3-319-58647-2zbMath1375.60010OpenAlexW2725292724MaRDI QIDQ2360277

Boris L. Rosovskii, Sergey V. Lototsky

Publication date: 30 June 2017

Published in: Universitext (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-58647-2

zbMATH Keywords

heat equationwave equationBrownian motionMalliavin calculusstochastic partial differential equationsPoisson equationstochastic Navier-Stokes equationsexistence and uniqueness of solutionpolynomial chaos methodfirst-order Itô equationswell-posedness of linear SPDEs

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

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