Heat equation with strongly inhomogeneous noise

DOI10.1016/J.SPA.2004.01.006zbMath1074.60073OpenAlexW2148432096MaRDI QIDQ2485768

Henryk Zähle

Publication date: 5 August 2005

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2004.01.006

zbMATH Keywords

stochastic partial differential equationssingular measuremartingale problemstochastic integral equations

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Stochastic integral equations (60H20)

Related Items (4)

Pathwise uniqueness of the stochastic heat equation with spatially inhomogeneous white noise ⋮ Intermittency for stochastic partial differential equations driven by strongly inhomogeneous space-time white noises ⋮ Solving a nonlinear fractional SPDE with spatially inhomogeneous white noise ⋮ Intermittency and stochastic pseudo-differential equation with spatially inhomogeneous white noise

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• Weak uniqueness for the heat equation with noise
• A new approach to the single point catalytic super-Brownian motion
• A criterion of convergence of measure‐valued processes: application to measure branching processes
• Two Contrasting Properties of Solutions for One-Dimensional Stochastic Partial Differential Equations

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