GENERALIZED SOLUTIONS OF LINEAR PARABOLIC STOCHASTIC PARTIAL-DIFFERENTIAL EQUATIONS

Authors
POTTHOFF J VAGE G WATANABE H
Citation
J. Potthoff et al., GENERALIZED SOLUTIONS OF LINEAR PARABOLIC STOCHASTIC PARTIAL-DIFFERENTIAL EQUATIONS, Applied mathematics & optimization, 38(1), 1998, pp. 95-107
Citations number
18
Categorie Soggetti
Mathematics,Mathematics
Journal title
Applied mathematics & optimization → ACNP
ISSN journal
00954616
Volume
38
Issue
1
Year of publication
1998
Pages
95 - 107
Database
ISI
SICI code
0095-4616(1998)38:1<95:GSOLPS>2.0.ZU;2-T
Abstract
Existence and uniqueness theorems for parabolic stochastic partial dif ferential equations with space-time white noise are proved. The method is a combination of the characterization theorem for Hida distributio ns with the Feynman-Kac and Girsanov formulae.