On the generalized stochastic Dirichlet problem. I: The stochastic weak maximum principle

DOI10.1007/s11118-009-9155-3zbMath1200.60054OpenAlexW1993978946MaRDI QIDQ964220

Stevan Pilipović, Dora Seleši

Publication date: 15 April 2010

Published in: Potential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11118-009-9155-3

zbMATH Keywords

stochastic differential equationWick productchaos expansionelliptic linear differential operatorgeneralized expectationgeneralized random process

Mathematics Subject Classification ID

Sobolev spaces and other spaces of ``smooth functions, embedding theorems, trace theorems (46E35) Applications of stochastic analysis (to PDEs, etc.) (60H30) Generalized stochastic processes (60G20) Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05) Applications of functional analysis in probability theory and statistics (46N30) Generalized functions for nonlinear analysis (Rosinger, Colombeau, nonstandard, etc.) (46F30)

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