Title of article
Heat equation with strongly inhomogeneous noise
Author/Authors
Zنhle، نويسنده , , Henryk، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2004
Pages
24
From page
95
To page
118
Abstract
We consider the heat equation in dimension one with singular drift and inhomogeneous space–time white noise. In particular, the quadratic variation measure of the white noise is not required to be absolutely continuous w.r.t. the Lebesgue measure, neither in space nor in time. Under some assumptions we give statements on strong and weak existence as well as strong and weak uniqueness of continuous solutions.
Keywords
stochastic partial differential equation , Stochastic integral equation , Martingale problem , Singular measure , Catalytic super-Brownian motion
Journal title
Stochastic Processes and their Applications
Serial Year
2004
Journal title
Stochastic Processes and their Applications
Record number
1577420
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