ebooks logo journals logo reference works logo abstract databases logo
bullet  SIGN IN Register | Why Register? | Got a Voucher? alerts   marked lists   shopping cart 

informaworld

HOME   |   SEARCH   |   BROWSE
    Issues List       Latest Issue       Volume 6 Issue 2       Subscribe       Article       References       Related articles      
<< firstfirst   < prevprev   Table of contentstoc   next >next   last >>last
Publisher Logo Publication Cover
Search within this journal
iOpen

Some result on stochastic partial differential equations by the stochastic characteristics method 

Author: Tubaro Luciano a
Affiliation:   a Universitaacute di Trento, Dipartimento di Maternatica,
DOI: 10.1080/07362998808809144
Publication Frequency: 6 issues per year
Published in: journal Stochastic Analysis and Applications, Volume 6, Issue 2 1988 , pages 217 - 230
Formats available: PDF (English)
Article Requests: Order Reprints : Request Permissions
View Article: View Article (PDF) View Article (PDF)


Abstract

We study a class of second order (in the drift term) stochastic partial differential equations by the stochastic characteristics method, as developped by Kunita for the first order stochastic partial differential equations. With this method the original problem is transformed in a family of deterministic parabolic problems.
view references (18)
Bookmark with:
  • CiteULike
  • Del.icio.us
  • BibSonomy
  • Connotea
  • More bookmarks
Privacy Policy | Terms & Conditions | Accessibility | RSS
FAQs in: English . Français . Español . 中文(简体和繁體)
© 2009 Informa plc