Generalized Solutions of Linear Parabolic Stochastic Partial Differential Equations


Potthoff, Jürgen ; Våge, Gjermund ; Watanabe, Hisao


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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
Publication language: English
Institution: School of Business Informatics and Mathematics > Sonstige - Fakultät für Mathematik und Informatik
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.




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Potthoff, Jürgen ; Våge, Gjermund ; Watanabe, Hisao (1996) Generalized Solutions of Linear Parabolic Stochastic Partial Differential Equations. Open Access [Working paper]
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