Solving SPDEs driven by colored noise: A chaos approach

DOI10.1090/S0033-569X-08-01088-2zbMath1148.60037arXiv0706.3392OpenAlexW2004329194MaRDI QIDQ3533903

K. Stemmann, Sergey V. Lototsky

Publication date: 24 October 2008

Published in: Quarterly of Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0706.3392

zbMATH Keywords

Malliavin calculusWiener chaosSkorokhod integralgeneralized random fields

Mathematics Subject Classification ID

White noise theory (60H40) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

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The numerical approximation of stochastic partial differential equations ⋮ The Stochastic LQR Optimal Control with Fractional Brownian Motion

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