Some Parabolic Pdes Whose Drift is an Irregular Random Noise in Space

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A new class of random partial differential equations of parabolic type is considered, where the stochastic term consists of an irregular noisy drift, not necessarily Gaussian, for which a suitable interpretation is provided. After freezing a realization of the drift (stochastic process), we study existence and uniqueness (in some appropriate sense) of the associated parabolic equation and a probabilistic interpretation is investigated.
52 pages

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Probability, 60H15, 60H05, 60G48, 60H10

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http://salesiana.dossiersoluciones.com/handle/123456789/143446

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0602669
 http://arxiv.org/abs/math/0602669

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arXiv