Some parabolic PDEs whose drift is an irregular random noise in space
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Publication:2460325
DOI10.1214/009117906000001178zbMATH Open1147.60042arXivmath/0602669OpenAlexW2952473614MaRDI QIDQ2460325
Author name not available (Why is that?)
Publication date: 14 November 2007
Published in: (Search for Journal in Brave)
Abstract: A new class of random partial differential equations of parabolic type is considered, where the stochastic term consists of an irregular noisy drift, not necessarily Gaussian, for which a suitable interpretation is provided. After freezing a realization of the drift (stochastic process), we study existence and uniqueness (in some appropriate sense) of the associated parabolic equation and a probabilistic interpretation is investigated.
Full work available at URL: https://arxiv.org/abs/math/0602669
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