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
Formats available:
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(English)
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Abstract
In this paper we will prove existence and uniqueness heorems for the stochastic differential equations
with initial conditions is a white noise vector is positive white noise 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
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| Keywords: Generalized white noise distributions; Wick product; Hermite Transform |
| view references (30) |

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