One-dimensional stochastic heat equation with discontinuous conductance
DOI10.1080/00036811.2018.1451642zbMATH Open1427.60138OpenAlexW2789852436WikidataQ130103584 ScholiaQ130103584MaRDI QIDQ5228873FDOQ5228873
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
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Cites Work
- Second order differential operators and Dirichlet integrals with singular coefficients. I: Functional calculus of one-dimensional operators
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- On random walk simulation of one-dimensional diffusion processes with discontinuous coeffi\-cients
- Stochastic integrals for SPDEs: a comparison
- Analysis of variations for self-similar processes. A stochastic calculus approach
- On the mixed fractional Brownian motion
- Diffusion models for population dynamics incorporating individual behavior at boundaries: Applications to refuge design
- Construction of a fundamental solution of a partial differential equation with piecewise constant coefficients
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- Monte Carlo methods for fissured porous media: a gridless approach *
- One-dimensional heat equation with discontinuous conductance
Cited In (8)
- On mild and weak solutions for stochastic heat equations with piecewise-constant conductivity
- One-dimensional heat equation with discontinuous conductance
- Spatial quadratic variations for the solution to a stochastic partial differential equation with elliptic divergence form operator
- Chaotic characterization of one dimensional stochastic fractional heat equation
- Exact variations for stochastic heat equations with piecewise constant coefficients and application to parameter estimation
- Fractional stochastic heat equation with piecewise constant coefficients
- On the Feynman–Kac representation for solutions of the Cauchy problem for parabolic equations in divergence form
- Stochastic heat equation with piecewise constant coefficients and generalized fractional type noise
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