SPDEs with coloured noise: Analytic and stochastic approaches
نویسندگان
چکیده
منابع مشابه
A ug 2 00 4 SPDEs with coloured noise : Analytic and stochastic approaches
We study strictly parabolic stochastic partial differential equations on R d , d ≥ 1, driven by a Gaussian noise white in time and coloured in space. Assuming that the coefficients of the differential operator are random , we give sufficient conditions on the correlation of the noise ensuring Hölder continuity for the trajectories of the solution of the equation. For self-adjoint operators with...
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ژورنال
عنوان ژورنال: ESAIM: Probability and Statistics
سال: 2006
ISSN: 1292-8100,1262-3318
DOI: 10.1051/ps:2006016