Some Parabolic Pdes Whose Drift is an Irregular Random Noise in Space

Details Some Parabolic Pdes Whose Drift is an Irregular Random Noise in Space Some Parabolic Pdes Whose Drift is an Irregular Random Noise in Space

2006-02-28

arxiv.org/abs/math/0602669v3

Mathematics

Probability

52 pages

Scientific paper

A new class of random partial differential equations of parabolic type is considered, where the stochastic term consists of an irregular noisy drift, not necessarily Gaussian, for which a suitable interpretation is provided. After freezing a realization of the drift (stochastic process), we study existence and uniqueness (in some appropriate sense) of the associated parabolic equation and a probabilistic interpretation is investigated.

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