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Generalized Solutions of Linear Parabolic Stochastic Partial Differential Equations

Generalized Solutions of Linear Parabolic Stochastic Partial Differential Equations Abstract. Existence and uniqueness theorems for parabolic stochastic partial differential equations with space—time white noise are proved. The method is a combination of the characterization theorem for Hida distributions with the Feynman—Kac and Girsanov formulae. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Applied Mathematics and Optimization Springer Journals

Generalized Solutions of Linear Parabolic Stochastic Partial Differential Equations

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References (12)

Publisher
Springer Journals
Subject
Mathematics; Calculus of Variations and Optimal Control; Optimization; Systems Theory, Control; Theoretical, Mathematical and Computational Physics; Mathematical Methods in Physics; Numerical and Computational Physics, Simulation
ISSN
0095-4616
eISSN
1432-0606
DOI
10.1007/s002459900083
Publisher site
See Article on Publisher Site

Abstract

Abstract. Existence and uniqueness theorems for parabolic stochastic partial differential equations with space—time white noise are proved. The method is a combination of the characterization theorem for Hida distributions with the Feynman—Kac and Girsanov formulae.

Journal

Applied Mathematics and OptimizationSpringer Journals

Published: Aug 1, 1998

Keywords: Key words. Stochastic partial differential equations, White noise analysis, S -transform, Feynman—Kac formula, Girsanov formula. AMS Classification. 60H07, 60H15.

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