Solving SPDEs driven by colored noise: a chaos approach

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dc.creatorLototsky, S. V.
dc.creatorStemmann, K.
dc.date2007-06-22
dc.date.accessioned2026-07-07T08:11:56Z
dc.date.available2026-07-07T08:11:56Z
dc.descriptionAn Ito-Skorokhod bi-linear equation driven by infinitely many independent colored noises is considered in a normal triple of Hilbert spaces. The special feature of the equation is the appearance of the Wick product in the definition of the Ito-Skorokhod integral, requiring innovative approaches to computing the solution. A chaos expansion of the solution is derived and several truncations of this expansion are studied. A recursive approximation of the solution is suggested and the corresponding approximation error bound is computed.
dc.identifierhttps://arxiv.org/abs/0706.3392
dc.identifierhttp://arxiv.org/abs/0706.3392
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/132288
dc.subjectProbability
dc.subjectAnalysis of PDEs
dc.subject60H15
dc.titleSolving SPDEs driven by colored noise: a chaos approach
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