Moments of Semilinear Random Evolutions

DOI10.1137/0141033zbMath0469.60060OpenAlexW2033735616MaRDI QIDQ3923347

Etienne Pardoux, Robert Bouc

Publication date: 1981

Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0141033

zbMATH Keywords

Fokker-Planck equationwaves in random mediaformula of Feynman-Kac typemethod for calculation of momentssemilinear random evolutions

Mathematics Subject Classification ID

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

Related Items (4)

Stochastic calculus of variations for stochastic partial differential equations ⋮ Transient behaviour of semilinear stochastic systems with random parameters ⋮ Semi-linear stochastic models: Computation of moments and conditional moments ⋮ Asymptotic analysis of P.D.E.s with wide–band noise disturbances, and expansion of the moments

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