Generalized Solutions of Linear Parabolic Stochastic Partial Differential Equations

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URL:	https://ub-madoc.bib.uni-mannheim.de/1699
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.

BASE: Potthoff, Jürgen ; Våge, Gjermund ; Watanabe, Hisao

Google Scholar: Potthoff, Jürgen ; Våge, Gjermund ; Watanabe, Hisao

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