SPDEs with coloured noise: Analytic and stochastic approaches

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dc.creatorFerrante, Marco
dc.creatorSanz-Solé, Marta
dc.date2004-08-10
dc.date.accessioned2026-07-07T05:11:11Z
dc.date.available2026-07-07T05:11:11Z
dc.descriptionWe study strictly parabolic stochastic partial differential equations on $\R^d$, $d\ge 1$, driven by a Gaussian noise white in time and coloured in space. Assuming that the coefficients of the differential operator are random, we give sufficient conditions on the correlation of the noise ensuring Hölder continuity for the trajectories of the solution of the equation. For self-adjoint operators with deterministic coefficients, the mild and weak formulation of the equation are related, deriving path properties of the solution to a parabolic Cauchy problem in evolution form.
dc.description33 pages
dc.identifierhttps://arxiv.org/abs/math/0408140
dc.identifierhttp://arxiv.org/abs/math/0408140
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/72158
dc.subjectProbability
dc.subject60H15; 60H25; 35R60
dc.titleSPDEs with coloured noise: Analytic and stochastic approaches
dc.typetext

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