Wiener chaos solutions of linear stochastic evolution equations

DOI10.1214/009117905000000738zbMath1100.60034arXivmath/0504558MaRDI QIDQ2496961

Sergey V. Lototsky, Boris L. Rosovskii

Publication date: 26 July 2006

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0504558

Mathematics Subject Classification ID

60H40: White noise theory

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

35R60: PDEs with randomness, stochastic partial differential equations

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Nonhomogeneous First-order Linear Malliavin Type Differential Equation, Non-linear rough heat equations, Numerical methods for hyperbolic SPDEs: a Wiener chaos approach, A Taylor expansion approach for solving partial differential equations with random Neumann boundary conditions, Parameter estimation in diagonalizable bilinear stochastic parabolic equations, On generalized Malliavin calculus, Magnetohydrodynamic turbulent flows: existence results, Rough evolution equations, Stochastic integrals and evolution equations with Gaussian random fields, Fundamental equations with higher order Malliavin operators, STOCHASTIC INTEGRATION WITH RESPECT TO THE CYLINDRICAL WIENER PROCESS VIA REGULARIZATION, ON STOCHASTIC GENERALIZED FUNCTIONS, A Wiener Chaos Approach to Hyperbolic SPDEs, Solving SPDEs driven by colored noise: A chaos approach

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