scientific article; zbMATH DE number 1222324

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This note is divided into four chapters. In the first chapter entitled ``Hölder regularity of stochastic PDE's, the author considers the random equation \[ \begin{cases}{\partial u\over\partial t}={\partial^2u\over\partial x^2}+\dot W(t,x),\;t\in[0,T],\;x\in\mathbb{R}, \\ u(0,x)=\varphi(x),\end{cases}\tag{1} \] where \(\dot W(t,x)\) is a Gaussian noise and \(W(t,x)\) is a Wiener random field. In terms of the Green's function, a formal solution of (1) is presented. In the next paragraph ``Hölder regularity properties of solutions, the Cauchy problem in \(R^d\) is studied. In the last paragraph ``Positivity of solutions, a special case is considered: \[ \begin{cases}{\partial u\over\partial t}=\Delta u+h(t,x)u \dot W(t,x)+ f(t,x),\\ u(0,x)= \varphi(x).\end{cases} \] In Chapter 2 ``Stochastic reaction-diffusion equations (SRDE), the author considers the strong solution of SRDE in \(D(0,1)\). The strong solutions as Markov processes are also studied. In Chapter 3, ``Stochastic Burgers equation is studied. The statistical solution of the random initial value problems was first done by \textit{J. M. Burgers} [``The nonlinear diffusion equation. Asymptotic solutions and statistical problems (1974; Zbl 0302.60048)]. The chapter is concerned with the Feynman-Kac type of representation for stochastic Burgers equation in \(R^d\) with conservative random initial data or force. In Chapter 4 the Navier-Stokes equations are studied. All the chapters contain interesting comments. Comprehensible references are given. For the entire collection see [Zbl 0899.00034].











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