Some result on stochastic partial differential equations by the stochastic characteristics method
Author:
Tubaro Luciano a
| Affiliation: | a Universit di Trento, Dipartimento di Maternatica, |
DOI:
10.1080/07362998808809144
Publication Frequency:
6 issues per year
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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.
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