A non linear parabolic equation with noise : a reduction method

Preview

PDF
179_1994_bearb.pdf - Published
Download (830kB)

URL:	http://ub-madoc.bib.uni-mannheim.de/1730
URN:	urn:nbn:de:bsz:180-madoc-17304
Document Type:	Working paper
Year of publication:	1994
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
Classification:	MSC: 60H15 35R60 60G20 46F05 46F12 ,
Subject headings (SWD):	Semilineare Differentialgleichung , Weißes Rauschen , Nichtlineare parabolische Differentialgleichung
Keywords (English):	semilinear stochastic partial differential equations , white noise analysis , Wick product , splitting method
Abstract:	In this paper we study a class of parabolic equations with a non-linear gradient term. The system is disturbed by white noise in time. We show that the solution of this problem can be represented as the Wick product between a normalized random variable of exponential form and the solution of a nonlinear parabolic equation. We allow random initial data which might be anticipating. A relation between the Wick product with a normalized exponential and translation is proved in order to establish our results.
Additional information:

Das Dokument wird vom Publikationsserver der Universitätsbibliothek Mannheim bereitgestellt.

BASE: Benth, Fred Espen ; Gjessing, Håkon K.

Google Scholar: Benth, Fred Espen ; Gjessing, Håkon K.

Downloads per month over past year

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

Show item