Wiener chaos solutions of linear stochastic evolution equations

Details Wiener chaos solutions of linear stochastic evolution equations Wiener chaos solutions of linear stochastic evolution equations

2005-04-27

arxiv.org/abs/math/0504558v2

Annals of Probability 2006, Vol. 34, No. 2, 638-662

Mathematics

Probability

Published at http://dx.doi.org/10.1214/009117905000000738 in the Annals of Probability (http://www.imstat.org/aop/) by the Ins

Scientific paper

10.1214/009117905000000738

A new method is described for constructing a generalized solution of a
stochastic evolution equation. Existence, uniqueness, regularity and a
probabilistic representation of this Wiener Chaos solution are established for
a large class of equations. As an application of the general theory, new
results are obtained for several types of the passive scalar equation.

Affiliated with

Also associated with

No associations

Rating

Wiener chaos solutions of linear stochastic evolution equations 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 Wiener chaos solutions of linear stochastic evolution equations, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Wiener chaos solutions of linear stochastic evolution equations will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-715533