• 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