Path properties of a class of Gaussian processes with applications to SPDE's (Q2702450)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Path properties of a class of Gaussian processes with applications to SPDE's |
scientific article |
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16 October 2001
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stochastic partial differential equations
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Gaussian processes
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Path properties of a class of Gaussian processes with applications to SPDE's (English)
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The path properties for some Dalang's extended martingale measures with application to some examples of stochastic partial differential equations are analyzed. The paper is organized as follows: 1. Introduction; 2. Regularity in time (five propositions and two examples); 3. Regularity in space (three propositions); 4 Applications (semilinear stochastic wave equation in spatial dimension \(d\in\{1,2,3\}\), semilinear stochastic heat equation with arbitrary spatial dimension); 5. Appendix.NEWLINENEWLINEFor the entire collection see [Zbl 0953.00048].
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