Stochastic Partial Differential Equations Driven by Purely Spatial Noise
نویسندگان
چکیده
منابع مشابه
Stochastic Partial Differential Equations Driven by Purely Spatial Noise
We study bilinear stochastic parabolic and elliptic PDEs driven by purely spatial white noise. Even the simplest equations driven by this noise often do not have a square-integrable solution and must be solved in special weighted spaces. We demonstrate that the Cameron–Martin version of the Wiener chaos decomposition is an effective tool to study both stationary and evolution equations driven b...
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We study bilinear stochastic parabolic and elliptic PDEs driven by purely spatial white noise. Even the simplest equations driven by this noise often do not have a square-integrable solution and must be solved in special weighted spaces. We demonstrate that the Cameron-Martin version of the Wiener chaos decomposition is an effective tool to study both stationary and evolution equations driven b...
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ژورنال
عنوان ژورنال: SIAM Journal on Mathematical Analysis
سال: 2009
ISSN: 0036-1410,1095-7154
DOI: 10.1137/070698440