A white noise approach to stochastic neumann boundary-value problems

Authors
Holden, H Oksendal, B
Citation
H. Holden et B. Oksendal, A white noise approach to stochastic neumann boundary-value problems, ACT APPL MA, 63(1-3), 2000, pp. 141-150
Citations number
9
Categorie Soggetti
Mathematics
Journal title
ACTA APPLICANDAE MATHEMATICAE
ISSN journal
01678019 → ACNP
Volume
63
Issue
1-3
Year of publication
2000
Pages
141 - 150
Database
ISI
SICI code
0167-8019(200009)63:1-3<141:AWNATS>2.0.ZU;2-W
Abstract
We illustrate the use of white noise analysis in the solution of stochastic partial differential equations by explicitly solving the stochastic Neuman n boundary-value problem LU(x)-c(x)U(x)=0, x is an element ofD subset ofR(d), gamma (x). delU(x)=-W(x), x is an element of partial derivativeD, where L is a uniformly elliptic linear partial differential operator and W( x), x is an element ofR(d), is d-parameter white noise.