Construction of the solution of 1-dimensional heat equation with white noise potential and its asymptotic behaviour
From MaRDI portal
Publication:4342430
DOI10.1080/07362999608809452zbMath0876.60043WikidataQ126241973 ScholiaQ126241973MaRDI QIDQ4342430
Publication date: 18 November 1997
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362999608809452
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
Related Items
On a Class of Stochastic Anderson Models with Fractional Noises, A Feynman–Kac approach for the spatial derivative of the solution to the Wick stochastic heat equation driven by time homogeneous white noise, Using homotopy WHEP technique for solving a stochastic nonlinear diffusion equation, On a stochastic heat equation with first order fractional noises and applications to finance, The approximate solution of a nonlinear diffusion equation using some techniques, a comparison study, Stochastic parabolic Anderson model with time-homogeneous generalized potential: mild formulation of solution, Time-homogeneous parabolic Wick-Anderson model in one space dimension: regularity of solution, Large deviation principle for the fourth-order stochastic heat equations with fractional noises, Stochastic fractional Anderson models with fractional noises, Lyapunov exponent estimates of a class of higher-order stochastic Anderson models
Cites Work