Stochastic partial differential equations driven by purely spatial noise

DOI10.1137/070698440MaRDI QIDQ3584115zbMATH OpenOpenAlexFDO

Authors S. V. Lototsky, B. Rozovskii

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

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)

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.

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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
• Fundamental solutions of singular SPDEs
• Numerical solutions of stochastic PDEs driven by arbitrary type of noise
• 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
• A note on stochastic elliptic models
• On unbiased stochastic Navier-Stokes equations
• New results for stochastic fractional pseudo-parabolic equations with delays driven by fractional Brownian motion

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