Some regularity results for the stochastic pressure equation of Wick-type

Benth, Fred Espen ; Theting, Thomas Gorm

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URL:	http://ub-madoc.bib.uni-mannheim.de/1846
URN:	urn:nbn:de:bsz:180-madoc-18462
Document Type:	Working paper
Year of publication:	2000
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: 60H40 60H15 ,
Subject headings (SWD):	Weißes Rauschen
Keywords (English):	white noise distributions , Wick product , S-transform , stochastic pressure equation of Wick type
Abstract:	We prove that the solution of the stochastic pressure equation of Wick-type belongs to a space of generalized random fields having square integrable homogeneous chaos kernels. We find the chaos expansion, and calculate its stochastic regularity in distributional sense. Furthermore, we show that the solution is stable under perturbations of the permeability field and the source term.
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