Stochastic Parabolic Equations of Full Second Order

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dc.creatorLototsky, S. V.
dc.creatorRozovskii, B. L.
dc.date2007-06-16
dc.date.accessioned2026-07-07T08:10:38Z
dc.date.available2026-07-07T08:10:38Z
dc.descriptionA procedure is described for defining a generalized solution for stochastic differential equations using the Cameron-Martin version of the Wiener Chaos expansion. Existence and uniqueness of this Wiener Chaos solution is established for parabolic stochastic PDEs such that both the drift and the diffusion operators are of the second order.
dc.identifierhttps://arxiv.org/abs/0706.2390
dc.identifierhttp://arxiv.org/abs/0706.2390
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/131875
dc.subjectProbability
dc.subjectAnalysis of PDEs
dc.subject60H15, 35R60, 60H40
dc.titleStochastic Parabolic Equations of Full Second Order
dc.typetext

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