On the necessary and sufficient conditions to solve a heat equation with general additive Gaussian noise
DOI10.1007/s10473-019-0304-5zbMath1499.60222arXiv1803.07885OpenAlexW2963713621MaRDI QIDQ2153079
Samy Tindel, Yanghui Liu, Yaozhong Hu
Publication date: 1 July 2022
Published in: Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1803.07885
Besov spaceHölder continuitystochastic heat equationsufficient and necessary conditionWong-Zakai approximationpathwise solution\(L^2\) solutiongeneral Gaussian noise
Gaussian processes (60G15) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
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