Linear SPDEs driven by stationary random distributions
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Publication:1934659
DOI10.1007/s00041-012-9240-7zbMath1266.60110OpenAlexW2079591044MaRDI QIDQ1934659
Publication date: 29 January 2013
Published in: The Journal of Fourier Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00041-012-9240-7
Random fields (60G60) Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
Related Items (7)
Solving a nonlinear fractional stochastic partial differential equation with fractional noise ⋮ Intermittency for the wave and heat equations with fractional noise in time ⋮ Local nondeterminism and local times of the stochastic wave equation driven by fractional-colored noise ⋮ On a nonlinear stochastic pseudo-differential equation driven by fractional noise ⋮ SPDEs with fractional noise in space: continuity in law with respect to the Hurst index ⋮ Behavior with respect to the Hurst index of the Wiener Hermite integrals and application to SPDEs ⋮ Integration with respect to Lévy colored noise, with applications to SPDEs
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