Some Parabolic Pdes Whose Drift is an Irregular Random Noise in Space
| dc.creator | Russo, Francesco | |
| dc.creator | Trutnau, Gerald | |
| dc.date | 2006-02-28 | |
| dc.date | 2007-12-04 | |
| dc.date.accessioned | 2026-07-07T08:46:59Z | |
| dc.date.available | 2026-07-07T08:46:59Z | |
| dc.description | 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. | |
| dc.description | 52 pages | |
| dc.identifier | https://arxiv.org/abs/math/0602669 | |
| dc.identifier | http://arxiv.org/abs/math/0602669 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/143446 | |
| dc.subject | Probability | |
| dc.subject | 60H15, 60H05, 60G48, 60H10 | |
| dc.title | Some Parabolic Pdes Whose Drift is an Irregular Random Noise in Space | |
| dc.type | text |