Stochastic Partial Differential Equations Driven by Purely Spatial Noise
From MaRDI portal
Publication:3584115
DOI10.1137/070698440zbMath1202.60101arXivmath/0505551OpenAlexW1996563299MaRDI QIDQ3584115
Boris L. Rosovskii, Sergey V. Lototsky
Publication date: 19 August 2010
Published in: SIAM Journal on Mathematical Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0505551
White noise theory (60H40) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)
Related Items
A Wiener Chaos Approach to Hyperbolic SPDEs ⋮ The Stochastic Dirichlet Problem Driven by the Ornstein–Uhlenbeck Operator: Approach by the Fredholm Alternative for Chaos Expansions ⋮ On unbiased stochastic Navier-Stokes equations ⋮ A Feynman–Kac approach for the spatial derivative of the solution to the Wick stochastic heat equation driven by time homogeneous white noise ⋮ Global well-posedness for the nonlinear generalized parabolic Anderson model equation ⋮ New results for stochastic fractional pseudo-parabolic equations with delays driven by fractional Brownian motion ⋮ Fundamental solutions of singular SPDEs ⋮ Time-homogeneous parabolic Wick-Anderson model in one space dimension: regularity of solution ⋮ Ergodic properties of the solution to a fractional stochastic heat equation, with an application to diffusion parameter estimation ⋮ A note on stochastic elliptic models ⋮ Numerical methods for hyperbolic SPDEs: a Wiener chaos approach ⋮ Solutions of hyperbolic stochastic PDEs on bounded and unbounded domains ⋮ Estimation of the Hurst and diffusion parameters in fractional stochastic heat equation ⋮ Elliptic equations of higher stochastic order ⋮ Chaos expansions: applications to a generalized eigenvalue problem for the Malliavin derivative ⋮ On generalized Malliavin calculus ⋮ A FRACTIONAL POISSON EQUATION: EXISTENCE, REGULARITY AND APPROXIMATIONS OF THE SOLUTION ⋮ Numerical solutions of stochastic PDEs driven by arbitrary type of noise
