Stochastic heat equation with white-noise drift

DOI10.1016/S0246-0203(00)00122-9zbMath0970.60068OpenAlexW1495174296MaRDI QIDQ1978133

Frederi G. Viens, David Nualart, Elisa Alòs

Publication date: 27 June 2001

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_2000__36_2_181_0

zbMATH Keywords

Skorokhod integralreal linestochastic semigroupanticipative stochastic evolution equationbackward heat kernelwhite noise drift

Mathematics Subject Classification ID

Heat equation (35K05) Random operators and equations (aspects of stochastic analysis) (60H25) Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (4)

Evolution equation of a stochastic semigroup with white-noise drift. ⋮ Stochastic parabolic equations with singular potentials ⋮ A new approach to stochastic evolution equations with adapted drift ⋮ Kolmogorov equations and weak order analysis for SPDEs with nonlinear diffusion coefficient

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