Stochastic Differential Equations Driven by Purely Spatial Noise

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dc.creatorLototsky, S. V.
dc.creatorRozovskii, B. L.
dc.date2005-05-25
dc.date2008-12-02
dc.date.accessioned2026-07-07T12:08:22Z
dc.date.available2026-07-07T12:08:22Z
dc.descriptionWe study stochastic parabolic and elliptic PDEs driven by purely spatial white noise. Even the simplest equations driven by this noise often do not have a square-integrable solution and must be solved in special weighted spaces. We demonstrate that the Cameron-Martin version of the Wiener chaos decomposition is an effective tool to study both stationary and evolution equations driven by space-only noise. The paper presents results about solvability of such equations in weighted Wiener chaos spaces and studies the long-time behavior of the solutions of evolution equations with space-only noise.
dc.identifierhttps://arxiv.org/abs/math/0505551
dc.identifierhttp://arxiv.org/abs/math/0505551
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/209295
dc.subjectProbability
dc.subjectAnalysis of PDEs
dc.subject60H40, 35R60
dc.titleStochastic Differential Equations Driven by Purely Spatial Noise
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