Title of article :
Heat equation with strongly inhomogeneous noise
Author/Authors :
Zنhle، نويسنده , , Henryk، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2004
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
Journal title :
Stochastic Processes and their Applications