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Existence and uniquenesstheorems for some stochastic parabolic partial differential equations 

Author: Jon Gjerde a
Affiliation:   a Department of Mathematics, University of Oslo, Norway
DOI: 10.1080/07362999808809532
Publication Frequency: 6 issues per year
Published in: journal Stochastic Analysis and Applications, Volume 16, Issue 2 1998 , pages 261 - 289
Formats available: PDF (English)
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Abstract

In this paper we will prove existence and uniqueness heorems for the stochastic differential equations ./LSAA_A_8809532_O_XML_IMAGES/LSAA_A_8809532_O_UM0001.gif  with initial conditions ./LSAA_A_8809532_O_XML_IMAGES/LSAA_A_8809532_O_ILM0001.gif  is a white noise vector./LSAA_A_8809532_O_XML_IMAGES/LSAA_A_8809532_O_ILM0002.gif  is positive white noise./LSAA_A_8809532_O_XML_IMAGES/LSAA_A_8809532_O_ILM0003.gif  is a positive white noise matrix and f, g are real functions. We will show that these equations have solutions in the space (S)-1of generalized white noise distributions in a strong differentiation sense
Keywords: Generalized white noise distributions; Wick product; Hermite Transform
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