Wiener chaos solutions of linear stochastic evolution equations

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dc.creatorLototsky, S. V.
dc.creatorRozovskii, B. L.
dc.date2005-04-27
dc.date2006-05-25
dc.date.accessioned2026-07-07T06:39:51Z
dc.date.available2026-07-07T06:39:51Z
dc.descriptionA 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.
dc.descriptionPublished 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)
dc.identifierhttps://arxiv.org/abs/math/0504558
dc.identifierhttp://arxiv.org/abs/math/0504558
dc.identifierAnnals of Probability 2006, Vol. 34, No. 2, 638-662
dc.identifierdoi:10.1214/009117905000000738
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/101236
dc.subjectProbability
dc.subject60H15 (Primary) 35R60, 60H40 (Secondary)
dc.titleWiener chaos solutions of linear stochastic evolution equations
dc.typetext

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