Stochastic partial differential equations driven by purely spatial noise

DOI10.1137/070698440zbMATH Open1202.60101arXivmath/0505551OpenAlexW1996563299MaRDI QIDQ3584115FDOQ3584115

Authors: S. V. Lototsky, B. Rozovskii 

Publication date: 19 August 2010

Published in: SIAM Journal on Mathematical Analysis (Search for Journal in Brave)

Abstract: We study stochastic parabolic and elliptic PDEs driven by purely spatial white noise. Even the simplest equations driven by this noise often do not have a square-integrable solution and must be solved in special weighted spaces. We demonstrate that the Cameron-Martin version of the Wiener chaos decomposition is an effective tool to study both stationary and evolution equations driven by space-only noise. The paper presents results about solvability of such equations in weighted Wiener chaos spaces and studies the long-time behavior of the solutions of evolution equations with space-only noise.

Full work available at URL: https://arxiv.org/abs/math/0505551

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zbMATH Keywords

Malliavin calculusweighted spacesWiener chaosSkorokhod integralgeneralized random elements

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) White noise theory (60H40)

Cited In (22)

• Solutions of hyperbolic stochastic PDEs on bounded and unbounded domains
• Statistical analysis of some evolution equations driven by space-only noise
• Ergodic properties of the solution to a fractional stochastic heat equation, with an application to diffusion parameter estimation
• A fractional Poisson equation: existence, regularity and approximations of the solution
• Stochastic spikes and strong noise limits of stochastic differential equations
• A Wiener Chaos Approach to Hyperbolic SPDEs
• Elliptic equations of higher stochastic order
• Time-homogeneous parabolic Wick-Anderson model in one space dimension: regularity of solution
• Chaos expansions: applications to a generalized eigenvalue problem for the Malliavin derivative
• Numerical methods for hyperbolic SPDEs: a Wiener chaos approach
• Stability and genericity for SPDE's driven by spatially correlated noise
• SPDEs with space interactions and application to population modelling
• A Feynman–Kac approach for the spatial derivative of the solution to the Wick stochastic heat equation driven by time homogeneous white noise
• On generalized Malliavin calculus
• Numerical solutions of stochastic PDEs driven by arbitrary type of noise
• Fundamental solutions of singular SPDEs
• Global well-posedness for the nonlinear generalized parabolic Anderson model equation
• Estimation of the Hurst and diffusion parameters in fractional stochastic heat equation
• 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 note on stochastic elliptic models
• New results for stochastic fractional pseudo-parabolic equations with delays driven by fractional Brownian motion

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