Generalized Solutions of Linear Parabolic Stochastic Partial Differential Equations

Potthoff, Jürgen ; Våge, Gjermund ; Watanabe, Hisao

210_1996_bearb.pdf - Published

Download (714kB)

URN: urn:nbn:de:bsz:180-madoc-16996
Document Type: Working paper
Year of publication: 1996
The title of a journal, publication series: None
Publication language: English
Institution: School of Business Informatics and Mathematics > Sonstige - Fakultät für Wirtschaftsinformatik und Wirtschaftsmathematik
MADOC publication series: Veröffentlichungen der Fakultät für Mathematik und Informatik > Institut für Mathematik > Mannheimer Manuskripte
Subject: 510 Mathematics
Subject headings (SWD): Stochastische lineare Differentialgleichung , Cauchy-Anfangswertproblem , Feynman-Kac-Formel
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.
Additional information:

Dieser Eintrag ist Teil der Universitätsbibliographie.

Das Dokument wird vom Publikationsserver der Universitätsbibliothek Mannheim bereitgestellt.

Metadata export


+ Search Authors in

+ Download Statistics

Downloads per month over past year

View more statistics

You have found an error? Please let us know about your desired correction here: E-Mail

Actions (login required)

Show item Show item