One-dimensional stochastic heat equation with discontinuous conductance

DOI10.1080/00036811.2018.1451642MaRDI QIDQ5228873zbMATH OpenOpenAlexWikidataFDO

Authors Mounir Zili, Eya Zougar

Publication date 13 August 2019

Published in Applicable Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00036811.2018.1451642

zbMATH Keywords

stochastic partial differential equationsspecial functionsdiscontinuityintegration techniques

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Second-order parabolic equations (35K10) Sample path properties (60G17) Incomplete beta and gamma functions (error functions, probability integral, Fresnel integrals) (33B20)

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Cites work

• scientific article; zbMATH DE number 3939866 (Why is no real title available?)
• scientific article; zbMATH DE number 850882 (Why is no real title available?)
• Analysis of variations for self-similar processes. A stochastic calculus approach
• Construction of a fundamental solution of a partial differential equation with piecewise constant coefficients
• Diffusion models for population dynamics incorporating individual behavior at boundaries: Applications to refuge design
• Monte Carlo methods for fissured porous media: a gridless approach *
• On random walk simulation of one-dimensional diffusion processes with discontinuous coeffi\-cients
• On the mixed fractional Brownian motion
• One-dimensional heat equation with discontinuous conductance
• Second order differential operators and Dirichlet integrals with singular coefficients. I: Functional calculus of one-dimensional operators
• Stochastic integrals for SPDEs: a comparison

Cited in

(8)

• Fractional stochastic heat equation with piecewise constant coefficients
• Exact variations for stochastic heat equations with piecewise constant coefficients and application to parameter estimation
• On the Feynman–Kac representation for solutions of the Cauchy problem for parabolic equations in divergence form
• On mild and weak solutions for stochastic heat equations with piecewise-constant conductivity
• Spatial quadratic variations for the solution to a stochastic partial differential equation with elliptic divergence form operator
• One-dimensional heat equation with discontinuous conductance
• Chaotic characterization of one dimensional stochastic fractional heat equation
• Stochastic heat equation with piecewise constant coefficients and generalized fractional type noise

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