Stochastic Parabolic Equations of Full Second Order

Details Stochastic Parabolic Equations of Full Second Order Stochastic Parabolic Equations of Full Second Order

2007-06-16

arxiv.org/abs/0706.2390v1

Mathematics

Probability

Scientific paper

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.

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