Stochastic Differential Equations Driven by Purely Spatial Noise

Details Stochastic Differential Equations Driven by Purely Spatial Noise Stochastic Differential Equations Driven by Purely Spatial Noise

2005-05-25

arxiv.org/abs/math/0505551v3

Mathematics

Probability

Scientific paper

We study 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 by space-only noise. The paper presents results about solvability of such equations in weighted Wiener chaos spaces and studies the long-time behavior of the solutions of evolution equations with space-only noise.

Affiliated with

Also associated with

No associations

Rating

Stochastic Differential Equations Driven by Purely Spatial Noise does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Stochastic Differential Equations Driven by Purely Spatial Noise, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Stochastic Differential Equations Driven by Purely Spatial Noise will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-117603