Stochastic Parabolic Equations of Full Second Order

Autor:	Lototsky, S. V., Rozovskii, B. L.
Rok vydání:	2007
Předmět:	Mathematics - Probability Mathematics - Analysis of PDEs 60H15 35R60 60H40
Druh dokumentu:	Working Paper
Popis:	A procedure is described for defining a generalized solution for stochastic differential equations using the Cameron-Martin version of the Wiener Chaos expansion. Existence and uniqueness of this Wiener Chaos solution is established for parabolic stochastic PDEs such that both the drift and the diffusion operators are of the second order.
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/0706.2390 Zobrazit plný text záznamu View this record from Arxiv