Wiener chaos solutions of linear stochastic evolution equations

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A new method is described for constructing a generalized solution of a stochastic evolution equation. Existence, uniqueness, regularity and a probabilistic representation of this Wiener Chaos solution are established for a large class of equations. As an application of the general theory, new results are obtained for several types of the passive scalar equation.
Published at http://dx.doi.org/10.1214/009117905000000738 in the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)

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Probability, 60H15 (Primary) 35R60, 60H40 (Secondary)

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http://salesiana.dossiersoluciones.com/handle/123456789/101236

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0504558
 http://arxiv.org/abs/math/0504558
 Annals of Probability 2006, Vol. 34, No. 2, 638-662
 doi:10.1214/009117905000000738

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arXiv