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Stochastic Partial Differential Equations Driven by Brownian White Noise

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Stochastic Partial Differential Equations

Part of the book series: Universitext ((UTX))

Abstract

In this chapter we will apply the general theory developed in Chapter 2 to solve various stochastic partial differential equations (SPDEs) driven by Brownian white noise. In fact, as pointed out in Chapter 1, our main motivation for setting up this machinery was to enable us to solve some of the basic SPDEs that appear frequently in applications.

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Authors and Affiliations

  1. Department of Mathematical Sciences, Norwegian University of Science and Technology, 7491, Trondheim, Norway

    Helge Holden

  2. Center of Mathematics and Applications University of Oslo, 0316, Oslo, Norway

    Helge Holden

  3. Department of Mathematics, University of Oslo, 0316, Oslo, Blindern, Norway

    Bernt Øksendal

  4. Department of Economics, Norwegian School of Economics and Business Administration, 5045, Bergen, Norway

    Jan Ubøe

  5. University of Manchester School of Mathematics, M13 9PL, Manchester, UK

    Tusheng Zhang

Authors
  1. Helge Holden
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  2. Bernt Øksendal
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  3. Jan Ubøe
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  4. Tusheng Zhang
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Corresponding author

Correspondence to Helge Holden .

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© 2010 Springer Science+Business Media, LLC

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Holden, H., Øksendal, B., Ubøe, J., Zhang, T. (2010). Stochastic Partial Differential Equations Driven by Brownian White Noise. In: Stochastic Partial Differential Equations. Universitext. Springer, New York, NY. https://doi.org/10.1007/978-0-387-89488-1_4

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