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Stochastic partial differential equations

  • Helge Holden
  • Bernt Øksendal
  • Jan Ubøe
  • Tusheng Zhang
Part of the Probability and its Applications book series (PA)

Abstract

In this chapter we will apply the general theory developed in Chapter 2 to solve various stochastic partial differential equations (SPDEs). 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.

Keywords

White Noise Stochastic Partial Differential Equation Solution Formula Stochastic Heat Equation Wick Product 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Birkhäuser Boston 1996

Authors and Affiliations

  • Helge Holden
    • 1
  • Bernt Øksendal
    • 2
  • Jan Ubøe
    • 3
  • Tusheng Zhang
    • 3
  1. 1.Dept. of Mathematical SciencesNorwegian University of Science and TechnologyTrondheimNorway
  2. 2.Department of MathematicsUniversity of OsloOsloNorway
  3. 3.Stord/Haugesund CollegeHaugesundNorway

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