scientific article; zbMATH DE number 1341726

zbMATH Open0945.60051MaRDI QIDQ4263271FDOQ4263271

Helge Holden, B. Øksendal

Publication date: 12 April 2000

Title of this publication is not available (Why is that?)

zbMATH Keywords

stochastic partial differential equationsGaussian white noisePoissonian white noise

Mathematics Subject Classification ID

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

Cited In (8)

• Pre-envelope covariance differential equations for white and nonwhite input processes
• On the relations between Poissonian white noise analysis and harmonic analysis on configuration spaces
• Approximate solution for some stochastic differential equations involving both Gaussian and Poissonian white noises
• Stochastic optimal economic growth model with natural resources
• White noise analysis for Lévy processes.
• Perpetual options and Canadization through fluctuation theory
• Title not available (Why is that?)
• Response of stochastic dynamical systems driven by additive Gaussian and Poisson white noise: Solution of a forward generalized Kolmogorov equation by a spectral finite difference method

   Recommendations

• Approximate solution for some stochastic differential equations involving both Gaussian and Poissonian white noises 👍 👎
• Stochastic partial differential equations driven by Lévy space-time white noise. 👍 👎
• Stochastic partial differential equations. A modeling, white noise functional approach 👍 👎
• The solutions of a parabolic stochastic partial differential equation driven by Poisson and time-space white noises 👍 👎

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4263271)